+331.8%
SPGI vs CSGP
+63.3%
+268.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | +1.0% |
| 7D | +0.3% | +1.3% | -1.0% | -0.3% |
| 30D | +18.4% | +10.7% | +7.7% | +12.0% |
| 3M | +15.7% | +3.3% | +12.4% | +12.2% |
| 6M | +17.3% | -10.3% | +27.6% | +19.9% |
| YTD | -4.7% | -54.6% | +49.8% | +28.7% |
| 1Y | +1.8% | -54.6% | +56.5% | +37.4% |
| 3Y | +31.7% | -60.3% | +92.0% | +80.9% |
| 5Y | +12.1% | -63.3% | +75.4% | +55.4% |
| All | +331.8% | +63.3% | +268.5% | +254.6% |
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