+331.8%
SPGI vs CMS
+125.4%
+206.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.1% |
| 7D | +0.3% | -1.3% | +1.6% | +0.9% |
| 30D | +18.4% | +6.3% | +12.1% | +15.3% |
| 3M | +15.7% | -2.1% | +17.7% | +16.6% |
| 6M | +17.3% | -5.1% | +22.4% | +19.6% |
| YTD | -4.7% | +1.3% | -6.0% | -6.1% |
| 1Y | +1.8% | -1.4% | +3.2% | +1.5% |
| 3Y | +31.7% | +36.9% | -5.2% | +11.4% |
| 5Y | +12.1% | +32.5% | -20.5% | -4.6% |
| All | +331.8% | +125.4% | +206.4% | +242.2% |
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