+3,958.3%
SPGI vs CSGP
+3,520.0%
+438.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.7% | +2.4% |
| 7D | +7.2% | +18.3% | -11.1% | +2.9% |
| 30D | +23.2% | +17.8% | +5.4% | +17.8% |
| 3M | +17.0% | +9.3% | +7.8% | +13.7% |
| 6M | +20.4% | -7.9% | +28.3% | +21.5% |
| YTD | -1.9% | -51.5% | +49.6% | +14.6% |
| 1Y | +2.9% | -53.3% | +56.2% | +21.2% |
| 3Y | +36.2% | -57.9% | +94.1% | +61.9% |
| 5Y | +14.8% | -61.3% | +76.1% | +37.4% |
| 10Y | +355.1% | +77.5% | +277.5% | +298.2% |
| All | +3,958.3% | +3,520.0% | +438.3% | +2,030.6% |
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 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