+13,845.6%
SPGI vs CAH
+15,076.3%
-1,230.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +0.1% | +5.4% | -5.2% | -1.2% |
| 30D | +8.4% | +3.3% | +5.1% | +7.4% |
| 3M | +11.8% | +22.8% | -11.0% | +5.9% |
| 6M | +5.7% | +11.3% | -5.6% | +2.3% |
| YTD | -9.7% | +21.1% | -30.8% | -14.7% |
| 1Y | -12.5% | +67.2% | -79.7% | -24.3% |
| 3Y | +21.8% | +195.6% | -173.8% | -10.0% |
| 5Y | +8.2% | +413.8% | -405.7% | -31.7% |
| 10Y | +309.5% | +309.6% | -0.1% | +160.1% |
| All | +13,845.6% | +15,076.3% | -1,230.7% | +4,748.4% |
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 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