+12.4%
SPGI vs CB
+102.8%
-90.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -0.9% | -1.5% | +0.6% | -0.2% |
| 30D | +15.5% | +6.5% | +9.0% | +12.7% |
| 3M | +15.7% | +4.1% | +11.6% | +13.9% |
| 6M | +19.1% | +14.4% | +4.7% | +12.9% |
| YTD | -4.1% | +17.5% | -21.6% | -10.3% |
| 1Y | +1.2% | +27.5% | -26.3% | -8.5% |
| 3Y | +31.6% | +71.6% | -40.0% | +4.7% |
| 5Y | +12.4% | +100.6% | -88.2% | -17.1% |
| All | +12.4% | +102.8% | -90.4% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling