+2.9%
SPGI vs CI
+21.2%
-18.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.4% | 0.0% | +2.7% |
| 7D | +7.2% | +3.5% | +3.7% | +6.5% |
| 30D | +23.2% | +12.6% | +10.6% | +20.8% |
| 3M | +17.0% | +12.1% | +5.0% | +15.0% |
| 6M | +20.4% | +10.6% | +9.8% | +17.8% |
| YTD | -1.9% | +12.8% | -14.7% | -3.6% |
| 1Y | +2.9% | +18.0% | -15.1% | -0.3% |
| All | +2.9% | +21.2% | -18.3% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling