+1,076.1%
SPGI vs CG
+351.2%
+725.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.0% |
| 7D | +0.1% | -4.3% | +4.5% | +1.6% |
| 30D | +8.4% | -5.1% | +13.5% | +10.2% |
| 3M | +11.8% | +8.7% | +3.2% | +8.2% |
| 6M | +5.7% | -9.2% | +14.9% | +8.2% |
| YTD | -9.7% | -18.9% | +9.2% | -4.0% |
| 1Y | -12.5% | -25.6% | +13.2% | -4.8% |
| 3Y | +21.8% | +57.3% | -35.5% | -3.5% |
| 5Y | +8.2% | +10.2% | -2.0% | -6.7% |
| 10Y | +309.5% | +364.2% | -54.7% | +113.0% |
| All | +1,076.1% | +351.2% | +725.0% | +496.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling