+1,140.5%
SPGI vs CG
+281.3%
+859.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +0.3% | -1.2% | +1.5% | +0.6% |
| 30D | +18.4% | +5.0% | +13.3% | +16.3% |
| 3M | +15.7% | -18.2% | +33.9% | +23.5% |
| 6M | +17.3% | -20.7% | +38.0% | +25.9% |
| YTD | -4.7% | -31.4% | +26.7% | +7.0% |
| 1Y | +1.8% | -22.3% | +24.1% | +9.3% |
| 3Y | +31.7% | +50.2% | -18.5% | +5.5% |
| 5Y | +12.1% | -22.1% | +34.1% | +9.4% |
| 10Y | +341.9% | +295.5% | +46.4% | +142.6% |
| All | +1,140.5% | +281.3% | +859.2% | +565.5% |
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