+14,754.4%
SPGI vs CI
+8,153.0%
+6,601.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | +2.6% | +1.0% | +1.5% | +2.3% |
| 30D | +19.3% | +9.9% | +9.4% | +16.3% |
| 3M | +15.5% | +12.1% | +3.4% | +12.0% |
| 6M | +18.3% | +10.6% | +7.7% | +14.8% |
| YTD | -3.8% | +11.4% | -15.2% | -7.2% |
| 1Y | +1.3% | +18.8% | -17.4% | -3.9% |
| 3Y | +33.6% | +2.9% | +30.7% | +27.5% |
| 5Y | +13.2% | +54.5% | -41.3% | -4.6% |
| 10Y | +346.3% | +175.7% | +170.6% | +213.6% |
| All | +14,754.4% | +8,153.0% | +6,601.4% | +4,301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling