+334.3%
SPGI vs CFG
+248.3%
+86.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.2% |
| 7D | -0.9% | +0.3% | -1.1% | -0.9% |
| 30D | +15.5% | +3.2% | +12.3% | +14.4% |
| 3M | +15.7% | -9.7% | +25.4% | +19.2% |
| 6M | +19.1% | +3.6% | +15.4% | +17.4% |
| YTD | -4.1% | +14.7% | -18.7% | -8.8% |
| 1Y | +1.2% | +29.6% | -28.4% | -7.4% |
| 3Y | +31.6% | +190.6% | -159.0% | -9.0% |
| 5Y | +12.4% | +67.1% | -54.6% | -10.1% |
| 10Y | +334.3% | +237.0% | +97.3% | +151.3% |
| All | +334.3% | +248.3% | +86.0% | +151.3% |
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