+331.8%
SPGI vs CL
+74.1%
+257.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | 0.0% |
| 7D | +0.3% | +1.3% | -1.1% | -0.3% |
| 30D | +18.4% | +11.4% | +7.0% | +12.6% |
| 3M | +15.7% | +4.4% | +11.3% | +13.3% |
| 6M | +17.3% | +10.8% | +6.5% | +11.5% |
| YTD | -4.7% | +25.1% | -29.9% | -15.2% |
| 1Y | +1.8% | +28.0% | -26.2% | -10.5% |
| 3Y | +31.7% | +37.6% | -5.9% | +8.7% |
| 5Y | +12.1% | +39.7% | -27.6% | -9.3% |
| All | +331.8% | +74.1% | +257.8% | +202.3% |
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