+2,332.4%
SPGI vs CME
+8,169.9%
-5,837.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | +0.3% | +0.9% | -0.6% | -0.1% |
| 30D | +18.4% | +13.2% | +5.2% | +12.9% |
| 3M | +15.7% | +16.3% | -0.6% | +9.2% |
| 6M | +17.3% | +7.1% | +10.1% | +13.6% |
| YTD | -4.7% | +15.8% | -20.6% | -10.7% |
| 1Y | +1.8% | +17.1% | -15.3% | -5.1% |
| 3Y | +31.7% | +63.2% | -31.5% | +6.8% |
| 5Y | +12.1% | +70.2% | -58.1% | -11.3% |
| 10Y | +341.9% | +337.0% | +5.0% | +146.9% |
| All | +2,332.4% | +8,169.9% | -5,837.5% | +630.4% |
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