+14,754.4%
SPGI vs CL
+5,456.9%
+9,297.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | +2.6% | +5.9% | -3.4% | +0.3% |
| 30D | +19.3% | +13.8% | +5.5% | +13.4% |
| 3M | +15.5% | +6.4% | +9.1% | +12.7% |
| 6M | +18.3% | +15.6% | +2.7% | +11.7% |
| YTD | -3.8% | +27.9% | -31.7% | -13.2% |
| 1Y | +1.3% | +31.4% | -30.1% | -9.6% |
| 3Y | +33.6% | +41.4% | -7.8% | +14.5% |
| 5Y | +13.2% | +42.8% | -29.6% | -4.0% |
| 10Y | +346.3% | +79.7% | +266.6% | +244.0% |
| All | +14,754.4% | +5,456.9% | +9,297.5% | +4,946.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling