+14.9%
SPGI vs CMS
+35.4%
-20.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +16.1% | +7.4% | +8.7% | +13.0% |
| 3M | +15.5% | +1.9% | +13.6% | +14.6% |
| 6M | +19.6% | -2.3% | +22.0% | +20.5% |
| YTD | -3.6% | +3.0% | -6.6% | -5.6% |
| 1Y | +2.2% | -2.8% | +5.0% | +2.6% |
| 3Y | +30.1% | +37.9% | -7.8% | +9.9% |
| 5Y | +14.9% | +34.0% | -19.0% | -1.5% |
| All | +14.9% | +35.4% | -20.5% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling