+343.3%
SPGI vs CAG
-37.3%
+380.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.8% |
| 7D | +1.2% | -3.3% | +4.6% | +2.0% |
| 30D | +15.9% | +7.7% | +8.2% | +14.0% |
| 3M | +12.3% | -3.2% | +15.5% | +12.8% |
| 6M | +23.7% | +7.0% | +16.7% | +21.5% |
| YTD | -3.5% | -9.0% | +5.4% | -2.8% |
| 1Y | +0.4% | -9.6% | +10.0% | +1.3% |
| 3Y | +29.9% | -36.0% | +65.9% | +39.4% |
| 5Y | +15.2% | -40.9% | +56.1% | +24.6% |
| All | +343.3% | -37.3% | +380.6% | +363.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling