+14,712.9%
SPGI vs CAG
+604.3%
+14,108.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.9% | +4.6% | -5.4% | -2.0% |
| 30D | +15.5% | +14.7% | +0.9% | +11.3% |
| 3M | +15.7% | +2.4% | +13.3% | +14.6% |
| 6M | +19.1% | +10.7% | +8.4% | +15.3% |
| YTD | -4.1% | -5.5% | +1.5% | -3.9% |
| 1Y | +1.2% | -4.6% | +5.8% | +1.1% |
| 3Y | +31.6% | -34.4% | +66.0% | +43.1% |
| 5Y | +12.4% | -39.2% | +51.6% | +23.4% |
| 10Y | +334.3% | -39.0% | +373.2% | +355.3% |
| All | +14,712.9% | +604.3% | +14,108.6% | +8,051.4% |
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