+1,309.3%
SPGI vs CF
+5,948.3%
-4,639.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -0.9% |
| 7D | +0.1% | +6.0% | -5.9% | -1.2% |
| 30D | +8.4% | +14.8% | -6.4% | +4.9% |
| 3M | +11.8% | +14.1% | -2.2% | +8.0% |
| 6M | +5.7% | +28.5% | -22.8% | -2.1% |
| YTD | -9.7% | +74.9% | -84.6% | -22.5% |
| 1Y | -12.5% | +61.7% | -74.1% | -23.7% |
| 3Y | +21.8% | +80.3% | -58.5% | +1.1% |
| 5Y | +8.2% | +226.0% | -217.8% | -26.6% |
| 10Y | +309.5% | +569.9% | -260.3% | +113.1% |
| All | +1,309.3% | +5,948.3% | -4,639.0% | +270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling