+13,845.6%
SPGI vs CI
+7,591.2%
+6,254.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | +8.4% | +4.4% | +4.0% | +7.2% |
| 3M | +11.8% | +0.7% | +11.2% | +11.4% |
| 6M | +5.7% | +0.3% | +5.4% | +5.1% |
| YTD | -9.7% | +3.8% | -13.5% | -11.2% |
| 1Y | -12.5% | -5.5% | -7.0% | -12.6% |
| 3Y | +21.8% | +8.1% | +13.7% | +14.6% |
| 5Y | +8.2% | +42.8% | -34.6% | -7.0% |
| 10Y | +309.5% | +143.9% | +165.6% | +196.8% |
| All | +13,845.6% | +7,591.2% | +6,254.4% | +4,110.3% |
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