+14,631.7%
SPGI vs COO
+5,341.2%
+9,290.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | -0.8% | -2.1% | +1.3% | -0.6% |
| 30D | +14.3% | +13.9% | +0.4% | +12.9% |
| 3M | +14.5% | -18.9% | +33.4% | +16.6% |
| 6M | +17.3% | +3.7% | +13.5% | +16.7% |
| YTD | -4.6% | -24.1% | +19.5% | -2.3% |
| 1Y | +0.8% | -14.2% | +15.0% | +1.9% |
| 3Y | +28.8% | -24.5% | +53.2% | +31.1% |
| 5Y | +14.0% | -40.4% | +54.4% | +18.2% |
| 10Y | +332.5% | +40.5% | +292.0% | +322.4% |
| All | +14,631.7% | +5,341.2% | +9,290.5% | +12,526.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling