+2.9%
SPGI vs CF
+35.9%
-33.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.4% | +7.8% | +3.1% |
| 7D | +7.2% | -6.9% | +14.1% | +6.8% |
| 30D | +23.2% | -3.7% | +27.0% | +23.0% |
| 3M | +17.0% | -5.0% | +22.0% | +16.7% |
| 6M | +20.4% | -10.5% | +30.9% | +19.6% |
| YTD | -1.9% | +46.5% | -48.4% | -1.7% |
| 1Y | +2.9% | +34.8% | -31.9% | +4.3% |
| All | +2.9% | +35.9% | -33.0% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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