+343.3%
SPGI vs CF
+479.1%
-135.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.1% |
| 7D | +1.2% | +4.8% | -3.5% | +0.4% |
| 30D | +15.9% | +4.7% | +11.2% | +14.9% |
| 3M | +12.3% | +7.4% | +4.9% | +10.5% |
| 6M | +23.7% | +0.6% | +23.1% | +22.6% |
| YTD | -3.5% | +64.1% | -67.7% | -14.4% |
| 1Y | +0.4% | +51.4% | -51.0% | -9.5% |
| 3Y | +29.9% | +67.8% | -37.9% | +12.2% |
| 5Y | +15.2% | +114.1% | -98.9% | -11.3% |
| All | +343.3% | +479.1% | -135.7% | +157.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling