+331.8%
SPGI vs CME
+331.0%
+0.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | +0.3% | +0.9% | -0.6% | -0.2% |
| 30D | +18.4% | +13.2% | +5.2% | +11.1% |
| 3M | +15.7% | +16.3% | -0.6% | +7.1% |
| 6M | +17.3% | +7.1% | +10.1% | +12.3% |
| YTD | -4.7% | +15.8% | -20.6% | -12.9% |
| 1Y | +1.8% | +17.1% | -15.3% | -7.6% |
| 3Y | +31.7% | +63.2% | -31.5% | -2.2% |
| 5Y | +12.1% | +70.2% | -58.1% | -20.1% |
| All | +331.8% | +331.0% | +0.8% | +117.1% |
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