+1.8%
SPGI vs CB
+29.6%
-27.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | +0.3% | +0.2% | 0.0% | +0.2% |
| 30D | +18.4% | +9.1% | +9.3% | +14.9% |
| 3M | +15.7% | +3.4% | +12.3% | +14.2% |
| 6M | +17.3% | +14.1% | +3.2% | +12.7% |
| YTD | -4.7% | +18.0% | -22.7% | -9.3% |
| 1Y | +1.8% | +30.1% | -28.3% | -7.9% |
| All | +1.8% | +29.6% | -27.8% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling