+15.6%
SPGI vs CSGP
-63.2%
+78.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.5% |
| 7D | +1.6% | -3.2% | +4.7% | +2.7% |
| 30D | +16.1% | +2.2% | +13.9% | +14.0% |
| 3M | +15.5% | -3.7% | +19.1% | +15.4% |
| 6M | +19.6% | -7.4% | +27.1% | +20.7% |
| YTD | -3.6% | -54.9% | +51.3% | +25.4% |
| 1Y | +2.2% | -54.9% | +57.1% | +32.7% |
| 3Y | +30.1% | -61.9% | +92.0% | +73.8% |
| All | +15.6% | -63.2% | +78.8% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling