+5.1%
SPGI vs CAG
-40.6%
+45.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.0% |
| 7D | -2.5% | -5.3% | +2.8% | -1.7% |
| 30D | +5.4% | +1.0% | +4.4% | +5.2% |
| 3M | +9.0% | +17.4% | -8.3% | +6.2% |
| 6M | +0.8% | -16.8% | +17.6% | +2.8% |
| YTD | -12.6% | -6.8% | -5.8% | -12.7% |
| 1Y | -16.1% | -15.4% | -0.8% | -15.0% |
| 3Y | +19.0% | -37.1% | +56.1% | +25.4% |
| 5Y | +5.1% | -41.3% | +46.3% | +10.8% |
| All | +5.1% | -40.6% | +45.7% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling