+552.6%
SPGI vs CFG
+347.0%
+205.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +0.3% | -0.9% | +1.2% | +0.6% |
| 30D | +18.4% | +1.1% | +17.3% | +18.0% |
| 3M | +15.7% | -12.0% | +27.7% | +20.4% |
| 6M | +17.3% | -2.2% | +19.5% | +17.7% |
| YTD | -4.7% | +11.4% | -16.1% | -8.8% |
| 1Y | +1.8% | +27.8% | -26.0% | -6.9% |
| 3Y | +31.7% | +173.3% | -141.6% | -8.8% |
| 5Y | +12.1% | +62.4% | -50.4% | -10.6% |
| 10Y | +341.9% | +249.6% | +92.4% | +121.2% |
| All | +552.6% | +347.0% | +205.6% | +193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling