+22.0%
SPGI vs CFG
+180.9%
-158.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +0.1% | +1.5% | -1.4% | -0.3% |
| 30D | +8.4% | -3.8% | +12.2% | +9.4% |
| 3M | +11.8% | +11.5% | +0.3% | +8.5% |
| 6M | +5.7% | +19.2% | -13.5% | +0.6% |
| YTD | -9.7% | +23.7% | -33.4% | -15.2% |
| 1Y | -12.5% | +38.8% | -51.3% | -20.6% |
| All | +22.0% | +180.9% | -158.8% | -15.0% |
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