+338.6%
SPGI vs CG
+274.5%
+64.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | +0.2% |
| 7D | -0.8% | -1.5% | +0.7% | -0.4% |
| 30D | +14.3% | +5.7% | +8.6% | +11.7% |
| 3M | +14.5% | -17.9% | +32.4% | +22.4% |
| 6M | +17.3% | -20.2% | +37.5% | +26.1% |
| YTD | -4.6% | -32.0% | +27.4% | +8.2% |
| 1Y | +0.8% | -27.0% | +27.8% | +11.1% |
| 3Y | +28.8% | +42.8% | -14.0% | +2.1% |
| 5Y | +14.0% | -23.4% | +37.4% | +11.7% |
| All | +338.6% | +274.5% | +64.0% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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