+14,791.5%
SPGI vs CMI
+15,921.4%
-1,130.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +1.2% | +0.5% | +0.8% | +1.1% |
| 30D | +15.9% | -14.0% | +29.9% | +20.8% |
| 3M | +12.3% | -28.1% | +40.4% | +23.1% |
| 6M | +23.7% | -35.8% | +59.5% | +38.5% |
| YTD | -3.5% | -10.5% | +7.0% | -3.3% |
| 1Y | +0.4% | -1.9% | +2.3% | -2.3% |
| 3Y | +29.9% | +121.0% | -91.1% | -3.4% |
| 5Y | +15.2% | +114.6% | -99.4% | -14.4% |
| 10Y | +337.2% | +325.5% | +11.7% | +159.3% |
| All | +14,791.5% | +15,921.4% | -1,130.0% | +3,852.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling