+13.2%
SPGI vs CB
+107.2%
-94.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +2.6% | +2.6% | 0.0% | +1.6% |
| 30D | +19.3% | +11.2% | +8.1% | +14.4% |
| 3M | +15.5% | +5.7% | +9.7% | +13.0% |
| 6M | +18.3% | +15.9% | +2.4% | +11.6% |
| YTD | -3.8% | +20.2% | -23.9% | -10.8% |
| 1Y | +1.3% | +32.4% | -31.1% | -9.7% |
| 3Y | +33.6% | +75.5% | -41.9% | +5.4% |
| 5Y | +13.2% | +105.5% | -92.3% | -17.3% |
| All | +13.2% | +107.2% | -94.0% | -17.3% |
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