+2,206.1%
SPGI vs CME
+7,469.3%
-5,263.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +0.1% | -1.6% | +1.7% | +0.8% |
| 30D | +8.4% | +6.2% | +2.2% | +5.9% |
| 3M | +11.8% | +10.4% | +1.4% | +7.5% |
| 6M | +5.7% | -9.5% | +15.2% | +9.2% |
| YTD | -9.7% | +6.0% | -15.7% | -12.4% |
| 1Y | -12.5% | +9.3% | -21.7% | -16.2% |
| 3Y | +21.8% | +57.7% | -35.8% | 0.0% |
| 5Y | +8.2% | +77.7% | -69.5% | -15.7% |
| 10Y | +309.5% | +281.2% | +28.3% | +140.7% |
| All | +2,206.1% | +7,469.3% | -5,263.2% | +616.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling