+338.6%
SPGI vs CL
+83.5%
+255.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.4% | -0.8% | -0.6% | -1.0% |
| 30D | +15.3% | +9.5% | +5.7% | +10.4% |
| 3M | +16.5% | +6.8% | +9.7% | +12.9% |
| 6M | +19.8% | +14.3% | +5.6% | +12.3% |
| YTD | -3.2% | +26.3% | -29.5% | -14.4% |
| 1Y | +1.8% | +25.6% | -23.8% | -9.7% |
| 3Y | +30.6% | +38.5% | -7.9% | +7.3% |
| 5Y | +16.0% | +40.7% | -24.7% | -6.5% |
| 10Y | +338.6% | +83.1% | +255.5% | +201.5% |
| All | +338.6% | +83.5% | +255.0% | +201.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling