+334.3%
SPGI vs CME
+320.1%
+14.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | -0.9% | -0.6% | -0.3% | -0.6% |
| 30D | +15.5% | +8.5% | +7.0% | +10.7% |
| 3M | +15.7% | +16.0% | -0.4% | +7.1% |
| 6M | +19.1% | +9.3% | +9.7% | +12.7% |
| YTD | -4.1% | +15.3% | -19.4% | -12.2% |
| 1Y | +1.2% | +14.4% | -13.2% | -7.1% |
| 3Y | +31.6% | +59.9% | -28.3% | -1.4% |
| 5Y | +12.4% | +69.4% | -57.0% | -19.9% |
| 10Y | +334.3% | +299.5% | +34.8% | +110.4% |
| All | +334.3% | +320.1% | +14.2% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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