+13.7%
SPGI vs CL
+43.4%
-29.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.5% |
| 7D | +1.2% | +3.2% | -2.0% | +0.1% |
| 30D | +15.9% | +8.0% | +7.9% | +12.9% |
| 3M | +12.3% | +7.9% | +4.4% | +9.3% |
| 6M | +23.7% | +14.7% | +9.0% | +18.0% |
| YTD | -3.5% | +29.2% | -32.7% | -12.3% |
| 1Y | +0.4% | +29.5% | -29.1% | -8.9% |
| 3Y | +29.9% | +40.7% | -10.8% | +10.9% |
| All | +13.7% | +43.4% | -29.7% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling