+2.9%
SPGI vs CL
+33.4%
-30.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.3% | +0.1% | +2.4% |
| 7D | +7.2% | +7.7% | -0.5% | +5.1% |
| 30D | +23.2% | +15.2% | +8.0% | +18.7% |
| 3M | +17.0% | +7.3% | +9.7% | +14.6% |
| 6M | +20.4% | +17.0% | +3.4% | +16.7% |
| YTD | -1.9% | +28.0% | -29.9% | -7.5% |
| 1Y | +2.9% | +32.1% | -29.2% | -4.0% |
| All | +2.9% | +33.4% | -30.5% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling