+5.1%
SPGI vs CHD
+21.8%
-16.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.7% |
| 7D | -2.5% | -2.9% | +0.4% | -1.8% |
| 30D | +5.4% | -6.2% | +11.6% | +7.1% |
| 3M | +9.0% | +1.6% | +7.5% | +8.6% |
| 6M | +0.8% | -3.5% | +4.3% | +1.5% |
| YTD | -12.6% | +16.2% | -28.8% | -16.4% |
| 1Y | -16.1% | +3.4% | -19.5% | -17.3% |
| 3Y | +19.0% | +4.6% | +14.4% | +15.3% |
| 5Y | +5.1% | +21.1% | -16.1% | -5.6% |
| All | +5.1% | +21.8% | -16.7% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling