+30.3%
SPGI vs CI
+8.8%
+21.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.4% |
| 7D | -1.4% | -1.3% | -0.1% | -1.3% |
| 30D | +15.3% | +6.4% | +8.9% | +14.7% |
| 3M | +16.5% | +10.7% | +5.8% | +15.7% |
| 6M | +19.8% | +5.5% | +14.4% | +19.1% |
| YTD | -3.2% | +11.4% | -14.6% | -4.1% |
| 1Y | +1.8% | +15.0% | -13.2% | +0.7% |
| All | +30.3% | +8.8% | +21.5% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling