+296.4%
SPGI vs CHD
+123.8%
+172.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.1% |
| 7D | -3.1% | -4.2% | +1.1% | -1.8% |
| 30D | +2.0% | -7.6% | +9.6% | +4.5% |
| 3M | +4.3% | -1.6% | +5.9% | +4.8% |
| 6M | -0.2% | -6.3% | +6.1% | +1.6% |
| YTD | -14.8% | +14.6% | -29.4% | -19.0% |
| 1Y | -18.5% | +1.6% | -20.1% | -19.6% |
| 3Y | +16.0% | +3.1% | +12.8% | +12.3% |
| 5Y | +2.2% | +21.1% | -18.9% | -8.1% |
| 10Y | +296.4% | +128.6% | +167.8% | +200.7% |
| All | +296.4% | +123.8% | +172.6% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling