+338.6%
SPGI vs CI
+149.2%
+189.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | -1.4% | -1.3% | -0.1% | -1.0% |
| 30D | +15.3% | +6.4% | +8.9% | +13.1% |
| 3M | +16.5% | +10.7% | +5.8% | +12.9% |
| 6M | +19.8% | +5.5% | +14.4% | +17.4% |
| YTD | -3.2% | +11.4% | -14.6% | -7.2% |
| 1Y | +1.8% | +15.0% | -13.2% | -3.4% |
| 3Y | +30.6% | +9.0% | +21.6% | +20.4% |
| 5Y | +16.0% | +52.0% | -35.9% | -8.6% |
| 10Y | +338.6% | +150.9% | +187.7% | +180.1% |
| All | +338.6% | +149.2% | +189.4% | +180.1% |
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