+334.3%
SPGI vs CSGP
+72.5%
+261.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.2% |
| 7D | -0.9% | -1.8% | +1.0% | -0.1% |
| 30D | +15.5% | +5.3% | +10.2% | +11.8% |
| 3M | +15.7% | +3.3% | +12.4% | +12.2% |
| 6M | +19.1% | -4.7% | +23.7% | +18.8% |
| YTD | -4.1% | -53.5% | +49.5% | +28.5% |
| 1Y | +1.2% | -53.7% | +54.9% | +35.5% |
| 3Y | +31.6% | -59.7% | +91.3% | +79.8% |
| 5Y | +12.4% | -62.5% | +74.9% | +54.5% |
| 10Y | +334.3% | +67.3% | +267.0% | +251.7% |
| All | +334.3% | +72.5% | +261.7% | +251.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling