+30.1%
SPGI vs CFG
+187.2%
-157.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.6% | +0.7% | +0.9% | +1.4% |
| 30D | +16.1% | +2.8% | +13.3% | +15.3% |
| 3M | +15.5% | -10.1% | +25.5% | +18.3% |
| 6M | +19.6% | +3.2% | +16.5% | +18.4% |
| YTD | -3.6% | +14.2% | -17.8% | -7.4% |
| 1Y | +2.2% | +27.4% | -25.2% | -4.6% |
| 3Y | +30.1% | +187.6% | -157.5% | +1.4% |
| All | +30.1% | +187.2% | -157.1% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling