+16.4%
SPGI vs CMI
+149.3%
-133.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.3% | -2.4% |
| 7D | -3.1% | +0.7% | -3.8% | -3.2% |
| 30D | +2.0% | -12.3% | +14.3% | +3.5% |
| 3M | +4.3% | -16.8% | +21.1% | +5.9% |
| 6M | -0.2% | +1.5% | -1.8% | -3.6% |
| YTD | -14.8% | +9.8% | -24.6% | -19.5% |
| 1Y | -18.5% | +42.6% | -61.1% | -28.9% |
| All | +16.4% | +149.3% | -133.0% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling