+331.8%
SPGI vs CI
+166.5%
+165.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.2% |
| 7D | +0.3% | -1.6% | +1.8% | +0.7% |
| 30D | +18.4% | +5.4% | +13.0% | +16.5% |
| 3M | +15.7% | +7.3% | +8.4% | +13.2% |
| 6M | +17.3% | +5.3% | +12.0% | +14.9% |
| YTD | -4.7% | +8.5% | -13.2% | -7.9% |
| 1Y | +1.8% | +17.1% | -15.3% | -4.0% |
| 3Y | +31.7% | +1.4% | +30.3% | +24.6% |
| 5Y | +12.1% | +50.5% | -38.4% | -11.5% |
| All | +331.8% | +166.5% | +165.3% | +184.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling