+22.0%
SPGI vs CME
+57.6%
-35.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +0.1% | -1.6% | +1.7% | +0.5% |
| 30D | +8.4% | +6.2% | +2.2% | +7.0% |
| 3M | +11.8% | +10.4% | +1.4% | +8.9% |
| 6M | +5.7% | -9.5% | +15.2% | +6.8% |
| YTD | -9.7% | +6.0% | -15.7% | -11.9% |
| 1Y | -12.5% | +9.3% | -21.7% | -15.2% |
| All | +22.0% | +57.6% | -35.6% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling