+13.7%
SPGI vs CMI
+114.0%
-100.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +1.2% | +0.5% | +0.8% | +1.1% |
| 30D | +15.9% | -14.0% | +29.9% | +19.2% |
| 3M | +12.3% | -28.1% | +40.4% | +19.6% |
| 6M | +23.7% | -35.8% | +59.5% | +34.0% |
| YTD | -3.5% | -10.5% | +7.0% | -6.2% |
| 1Y | +0.4% | -1.9% | +2.3% | -5.4% |
| 3Y | +29.9% | +121.0% | -91.1% | -12.7% |
| All | +13.7% | +114.0% | -100.3% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling