-18.9%
SPGI vs CMI
+40.9%
-59.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -2.0% |
| 7D | -8.9% | +0.8% | -9.7% | -8.8% |
| 30D | +0.6% | -12.8% | +13.4% | -0.9% |
| 3M | +2.0% | -12.4% | +14.4% | -0.1% |
| 6M | +0.1% | -0.9% | +1.0% | -2.6% |
| YTD | -16.4% | +8.9% | -25.3% | -16.2% |
| 1Y | -18.9% | +37.7% | -56.6% | -11.6% |
| All | -18.9% | +40.9% | -59.8% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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