+338.6%
SPGI vs CAH
+411.5%
-72.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -1.4% | +5.9% | -7.3% | -2.9% |
| 30D | +15.3% | +16.5% | -1.3% | +10.5% |
| 3M | +16.5% | +15.7% | +0.8% | +11.8% |
| 6M | +19.8% | +52.7% | -32.9% | +6.3% |
| YTD | -3.2% | +36.3% | -39.5% | -12.0% |
| 1Y | +1.8% | +36.7% | -35.0% | -7.5% |
| 3Y | +30.6% | +178.2% | -147.6% | -5.1% |
| 5Y | +16.0% | +515.8% | -499.7% | -34.9% |
| 10Y | +338.6% | +411.8% | -73.2% | +130.4% |
| All | +338.6% | +411.5% | -72.9% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling