+9.5%
SPGI vs CB
+99.7%
-90.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.8% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +8.4% | -3.1% | +11.5% | +9.7% |
| 3M | +11.8% | +9.0% | +2.9% | +8.1% |
| 6M | +5.7% | +2.9% | +2.9% | +4.4% |
| YTD | -9.7% | +10.1% | -19.8% | -13.3% |
| 1Y | -12.5% | +22.8% | -35.2% | -19.6% |
| 3Y | +21.8% | +73.8% | -52.0% | -3.2% |
| All | +9.5% | +99.7% | -90.2% | -17.9% |
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 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