+2.2%
SPGI vs COF
+48.7%
-46.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.1% | -2.1% |
| 7D | -3.1% | -2.7% | -0.4% | -2.3% |
| 30D | +2.0% | -3.4% | +5.4% | +3.0% |
| 3M | +4.3% | +15.4% | -11.1% | -0.1% |
| 6M | -0.2% | +14.4% | -14.7% | -4.3% |
| YTD | -14.8% | -12.0% | -2.8% | -12.4% |
| 1Y | -18.5% | -3.7% | -14.8% | -18.6% |
| 3Y | +16.0% | +121.1% | -105.1% | -11.3% |
| 5Y | +2.2% | +47.8% | -45.6% | -21.4% |
| All | +2.2% | +48.7% | -46.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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