+14,631.7%
SPGI vs CAH
+17,016.9%
-2,385.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -0.8% | +3.9% | -4.7% | -1.8% |
| 30D | +14.3% | +16.0% | -1.8% | +10.0% |
| 3M | +14.5% | +19.1% | -4.6% | +9.4% |
| 6M | +17.3% | +53.0% | -35.8% | +4.8% |
| YTD | -4.6% | +36.6% | -41.2% | -12.7% |
| 1Y | +0.8% | +37.4% | -36.7% | -8.0% |
| 3Y | +28.8% | +178.8% | -150.1% | -3.4% |
| 5Y | +14.0% | +498.6% | -484.6% | -30.7% |
| 10Y | +332.5% | +413.1% | -80.6% | +160.1% |
| All | +14,631.7% | +17,016.9% | -2,385.2% | +4,863.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling