+334.0%
SPGI vs CAG
-38.9%
+372.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.6% |
| 7D | +1.6% | +6.6% | -5.1% | +0.2% |
| 30D | +16.1% | +13.9% | +2.2% | +12.9% |
| 3M | +15.5% | +4.0% | +11.4% | +14.3% |
| 6M | +19.6% | +10.0% | +9.7% | +16.8% |
| YTD | -3.6% | -6.1% | +2.5% | -3.5% |
| 1Y | +2.2% | -4.3% | +6.5% | +1.9% |
| 3Y | +30.1% | -34.6% | +64.7% | +39.0% |
| 5Y | +14.9% | -39.4% | +54.4% | +23.7% |
| 10Y | +334.0% | -34.2% | +368.2% | +346.3% |
| All | +334.0% | -38.9% | +372.8% | +346.3% |
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