+9.5%
SPGI vs CI
+42.7%
-33.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | +0.1% | +1.3% | -1.2% | 0.0% |
| 30D | +8.4% | +4.4% | +4.0% | +7.7% |
| 3M | +11.8% | +0.7% | +11.2% | +11.6% |
| 6M | +5.7% | +0.3% | +5.4% | +5.4% |
| YTD | -9.7% | +3.8% | -13.5% | -10.5% |
| 1Y | -12.5% | -5.5% | -7.0% | -12.4% |
| 3Y | +21.8% | +8.1% | +13.7% | +16.2% |
| All | +9.5% | +42.7% | -33.2% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling