+3,880.1%
SPGI vs CSGP
+3,461.1%
+419.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | +2.6% | +13.9% | -11.3% | -0.6% |
| 30D | +19.3% | +16.0% | +3.3% | +14.5% |
| 3M | +15.5% | +6.1% | +9.4% | +13.0% |
| 6M | +18.3% | -8.2% | +26.5% | +19.5% |
| YTD | -3.8% | -52.3% | +48.5% | +12.9% |
| 1Y | +1.3% | -54.5% | +55.8% | +20.1% |
| 3Y | +33.6% | -58.6% | +92.2% | +59.4% |
| 5Y | +13.2% | -61.5% | +74.7% | +35.6% |
| 10Y | +346.3% | +74.7% | +271.6% | +292.1% |
| All | +3,880.1% | +3,461.1% | +419.0% | +1,997.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling