+13.2%
SPGI vs CF
+125.5%
-112.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.2% | -8.1% | -2.2% |
| 7D | +2.6% | +0.4% | +2.1% | +2.5% |
| 30D | +19.3% | +2.2% | +17.1% | +19.1% |
| 3M | +15.5% | +2.1% | +13.4% | +15.2% |
| 6M | +18.3% | -6.5% | +24.9% | +18.5% |
| YTD | -3.8% | +55.6% | -59.3% | -8.2% |
| 1Y | +1.3% | +42.3% | -41.0% | -2.5% |
| 3Y | +33.6% | +55.7% | -22.1% | +26.1% |
| 5Y | +13.2% | +122.4% | -109.2% | -4.5% |
| All | +13.2% | +125.5% | -112.3% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling