+282.9%
SPGI vs CAH
+294.8%
-12.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -7.4% | -5.1% | -2.3% | -6.1% |
| 30D | +0.4% | +0.2% | +0.2% | +0.3% |
| 3M | +5.3% | +6.3% | -1.0% | +3.4% |
| 6M | +1.7% | +9.4% | -7.7% | -1.2% |
| YTD | -16.4% | +15.0% | -31.3% | -20.1% |
| 1Y | -20.5% | +55.4% | -75.9% | -30.7% |
| 3Y | +14.2% | +173.8% | -159.6% | -16.4% |
| 5Y | +0.6% | +395.2% | -394.6% | -39.3% |
| All | +282.9% | +294.8% | -12.0% | +128.5% |
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