+13.7%
SPGI vs CMS
+36.3%
-22.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.4% |
| 7D | +1.2% | +1.7% | -0.5% | +0.6% |
| 30D | +15.9% | +6.2% | +9.7% | +13.3% |
| 3M | +12.3% | +0.6% | +11.7% | +12.0% |
| 6M | +23.7% | -1.8% | +25.5% | +24.3% |
| YTD | -3.5% | +3.8% | -7.4% | -5.9% |
| 1Y | +0.4% | -1.8% | +2.2% | +0.4% |
| 3Y | +29.9% | +39.8% | -9.9% | +9.0% |
| All | +13.7% | +36.3% | -22.6% | -2.6% |
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