+2.9%
SPGI vs CAPR
+47.4%
-44.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.3% | -4.9% | +3.3% |
| 7D | +7.2% | +43.2% | -36.0% | +7.1% |
| 30D | +23.2% | +14.7% | +8.6% | +23.2% |
| 3M | +17.0% | +113.9% | -96.9% | +16.7% |
| 6M | +20.4% | -73.4% | +93.8% | +20.7% |
| YTD | -1.9% | -69.1% | +67.2% | -1.8% |
| 1Y | +2.9% | +47.2% | -44.3% | +1.1% |
| All | +2.9% | +47.4% | -44.5% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling