+334.3%
SPGI vs CB
+246.2%
+88.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -0.9% | -1.5% | +0.6% | -0.1% |
| 30D | +15.5% | +6.5% | +9.0% | +12.1% |
| 3M | +15.7% | +4.1% | +11.6% | +13.5% |
| 6M | +19.1% | +14.4% | +4.7% | +11.5% |
| YTD | -4.1% | +17.5% | -21.6% | -11.7% |
| 1Y | +1.2% | +27.5% | -26.3% | -10.5% |
| 3Y | +31.6% | +71.6% | -40.0% | -0.6% |
| 5Y | +12.4% | +100.6% | -88.2% | -22.9% |
| 10Y | +334.3% | +243.0% | +91.3% | +120.2% |
| All | +334.3% | +246.2% | +88.1% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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