+11.7%
SPGI vs COO
-41.6%
+53.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | +0.3% | +4.7% | -4.5% | -1.4% |
| 30D | +18.4% | +13.9% | +4.5% | +12.9% |
| 3M | +15.7% | -14.9% | +30.6% | +22.1% |
| 6M | +17.3% | +2.0% | +15.2% | +15.2% |
| YTD | -4.7% | -23.9% | +19.2% | +4.4% |
| 1Y | +1.8% | -9.6% | +11.4% | +4.3% |
| 3Y | +31.7% | -25.4% | +57.1% | +38.7% |
| All | +11.7% | -41.6% | +53.3% | +25.7% |
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