+2.2%
SPGI vs CME
+76.2%
-74.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.7% | -2.3% |
| 7D | -3.1% | -0.6% | -2.5% | -2.8% |
| 30D | +2.0% | +4.7% | -2.6% | +0.4% |
| 3M | +4.3% | +7.8% | -3.5% | +1.3% |
| 6M | -0.2% | -11.0% | +10.7% | +3.4% |
| YTD | -14.8% | +4.0% | -18.8% | -17.0% |
| 1Y | -18.5% | +9.1% | -27.7% | -22.2% |
| 3Y | +16.0% | +52.3% | -36.3% | -5.8% |
| 5Y | +2.2% | +76.1% | -73.9% | -26.2% |
| All | +2.2% | +76.2% | -74.0% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling