+1.7%
SPGI vs CSGP
-53.7%
+55.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.1% |
| 7D | -0.9% | -1.8% | +1.0% | -0.3% |
| 30D | +15.5% | +5.3% | +10.2% | +12.3% |
| 3M | +15.7% | +3.3% | +12.4% | +12.7% |
| 6M | +19.1% | -4.7% | +23.7% | +19.0% |
| YTD | -4.1% | -53.5% | +49.5% | +24.8% |
| All | +1.7% | -53.7% | +55.5% | +31.6% |
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 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