+9.5%
SPGI vs COO
-38.8%
+48.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | +0.1% | -2.2% | +2.4% | +1.0% |
| 30D | +8.4% | -7.0% | +15.4% | +11.4% |
| 3M | +11.8% | +12.2% | -0.4% | +6.8% |
| 6M | +5.7% | -15.1% | +20.8% | +11.9% |
| YTD | -9.7% | -15.1% | +5.4% | -4.4% |
| 1Y | -12.5% | +2.3% | -14.8% | -14.1% |
| 3Y | +21.8% | -23.7% | +45.5% | +29.8% |
| All | +9.5% | -38.8% | +48.2% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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