+1.8%
SPGI vs CME
+17.5%
-15.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.3% |
| 7D | -1.4% | +2.5% | -3.8% | -2.1% |
| 30D | +15.3% | +13.9% | +1.3% | +10.9% |
| 3M | +16.5% | +22.4% | -5.9% | +10.3% |
| 6M | +19.8% | +12.9% | +6.9% | +12.5% |
| YTD | -3.2% | +19.6% | -22.8% | -10.9% |
| 1Y | +1.8% | +17.7% | -15.9% | -6.5% |
| All | +1.8% | +17.5% | -15.7% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling