+5.7%
SPGI vs CAPR
-64.4%
+70.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.5% |
| 7D | +0.1% | -2.0% | +2.1% | +0.1% |
| 30D | +8.4% | +139.2% | -130.8% | +10.8% |
| 3M | +11.8% | -66.4% | +78.2% | +10.0% |
| 6M | +5.7% | -63.1% | +68.8% | +4.5% |
| All | +5.7% | -64.4% | +70.2% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling