+1.3%
SPGI vs CSGP
-53.9%
+55.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.4% |
| 7D | +2.6% | +13.9% | -11.3% | -1.9% |
| 30D | +19.3% | +16.0% | +3.3% | +11.9% |
| 3M | +15.5% | +6.1% | +9.4% | +11.5% |
| 6M | +18.3% | -8.2% | +26.5% | +19.9% |
| YTD | -3.8% | -52.3% | +48.5% | +24.3% |
| 1Y | +1.3% | -54.5% | +55.8% | +32.4% |
| All | +1.3% | -53.9% | +55.2% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling