+334.3%
SPGI vs CMS
+127.7%
+206.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -0.9% | -0.9% | +0.1% | -0.4% |
| 30D | +15.5% | +7.1% | +8.5% | +12.2% |
| 3M | +15.7% | -1.3% | +17.0% | +16.2% |
| 6M | +19.1% | -2.7% | +21.7% | +20.1% |
| YTD | -4.1% | +2.6% | -6.7% | -6.0% |
| 1Y | +1.2% | -2.0% | +3.2% | +1.2% |
| 3Y | +31.6% | +39.6% | -8.0% | +10.3% |
| 5Y | +12.4% | +35.3% | -22.9% | -5.2% |
| 10Y | +334.3% | +132.3% | +202.0% | +244.0% |
| All | +334.3% | +127.7% | +206.6% | +244.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling