+5.1%
SPGI vs CAH
+400.8%
-395.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.7% |
| 7D | -2.5% | +0.5% | -3.0% | -2.6% |
| 30D | +5.4% | +1.7% | +3.7% | +5.0% |
| 3M | +9.0% | +17.9% | -8.8% | +5.2% |
| 6M | +0.8% | +10.9% | -10.2% | -1.6% |
| YTD | -12.6% | +17.9% | -30.4% | -16.0% |
| 1Y | -16.1% | +61.7% | -77.8% | -25.8% |
| 3Y | +19.0% | +183.7% | -164.8% | -9.1% |
| 5Y | +5.1% | +401.3% | -396.3% | -33.0% |
| All | +5.1% | +400.8% | -395.7% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling