+31.7%
SPGI vs CF
+57.7%
-26.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | +0.3% | -3.2% | +3.4% | +0.3% |
| 30D | +18.4% | +4.3% | +14.1% | +18.3% |
| 3M | +15.7% | +2.8% | +12.9% | +15.6% |
| 6M | +17.3% | +0.6% | +16.7% | +17.1% |
| YTD | -4.7% | +56.6% | -61.4% | -8.2% |
| 1Y | +1.8% | +49.6% | -47.8% | -1.5% |
| 3Y | +31.7% | +61.5% | -29.8% | +24.4% |
| All | +31.7% | +57.7% | -26.0% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling