+343.3%
SPGI vs CAH
+418.0%
-74.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | +1.2% | +3.5% | -2.2% | +0.3% |
| 30D | +15.9% | +13.5% | +2.4% | +12.0% |
| 3M | +12.3% | +21.8% | -9.5% | +6.3% |
| 6M | +23.7% | +51.5% | -27.8% | +10.0% |
| YTD | -3.5% | +38.1% | -41.6% | -12.6% |
| 1Y | +0.4% | +37.7% | -37.3% | -9.0% |
| 3Y | +29.9% | +179.6% | -149.7% | -5.7% |
| 5Y | +15.2% | +504.9% | -489.8% | -35.1% |
| All | +343.3% | +418.0% | -74.6% | +131.4% |
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