+13,845.6%
SPGI vs CAG
+604.9%
+13,240.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +0.1% | -3.8% | +3.9% | +1.1% |
| 30D | +8.4% | +3.1% | +5.3% | +7.4% |
| 3M | +11.8% | +23.5% | -11.6% | +5.6% |
| 6M | +5.7% | -14.8% | +20.6% | +9.6% |
| YTD | -9.7% | -5.4% | -4.2% | -9.4% |
| 1Y | -12.5% | -11.8% | -0.7% | -10.6% |
| 3Y | +21.8% | -36.7% | +58.5% | +33.9% |
| 5Y | +8.2% | -40.3% | +48.4% | +19.4% |
| 10Y | +309.5% | -37.0% | +346.5% | +325.5% |
| All | +13,845.6% | +604.9% | +13,240.8% | +7,586.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling