+22.0%
SPGI vs CG
+58.1%
-36.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.2% |
| 7D | +0.1% | -4.3% | +4.5% | +1.3% |
| 30D | +8.4% | -5.1% | +13.5% | +9.7% |
| 3M | +11.8% | +8.7% | +3.2% | +9.1% |
| 6M | +5.7% | -9.2% | +14.9% | +7.6% |
| YTD | -9.7% | -18.9% | +9.2% | -5.4% |
| 1Y | -12.5% | -25.6% | +13.2% | -6.7% |
| All | +22.0% | +58.1% | -36.1% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling