+308.7%
SPGI vs CME
+284.8%
+23.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | +0.1% | -1.6% | +1.7% | +1.0% |
| 30D | +8.4% | +6.2% | +2.2% | +5.1% |
| 3M | +11.8% | +10.4% | +1.4% | +6.0% |
| 6M | +5.7% | -9.5% | +15.2% | +10.3% |
| YTD | -9.7% | +6.0% | -15.7% | -13.6% |
| 1Y | -12.5% | +9.3% | -21.7% | -17.7% |
| 3Y | +21.8% | +57.7% | -35.8% | -8.4% |
| 5Y | +8.2% | +77.7% | -69.5% | -25.4% |
| All | +308.7% | +284.8% | +23.8% | +105.8% |
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