+338.6%
SPGI vs CFG
+224.4%
+114.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -1.4% | -0.8% | -0.6% | -1.1% |
| 30D | +15.3% | +3.1% | +12.1% | +14.2% |
| 3M | +16.5% | -9.7% | +26.2% | +20.0% |
| 6M | +19.8% | +6.7% | +13.1% | +17.1% |
| YTD | -3.2% | +15.2% | -18.4% | -8.1% |
| 1Y | +1.8% | +28.8% | -27.0% | -6.7% |
| 3Y | +30.6% | +190.1% | -159.5% | -9.7% |
| 5Y | +16.0% | +63.4% | -47.4% | -6.5% |
| 10Y | +338.6% | +219.8% | +118.8% | +157.5% |
| All | +338.6% | +224.4% | +114.2% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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