+13,845.6%
SPGI vs CHD
+10,220.8%
+3,624.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | +0.1% | -2.7% | +2.8% | +0.8% |
| 30D | +8.4% | -4.6% | +13.0% | +9.6% |
| 3M | +11.8% | +5.0% | +6.8% | +10.5% |
| 6M | +5.7% | -3.2% | +8.9% | +6.3% |
| YTD | -9.7% | +18.6% | -28.3% | -13.6% |
| 1Y | -12.5% | +4.8% | -17.3% | -13.9% |
| 3Y | +21.8% | +6.1% | +15.7% | +18.5% |
| 5Y | +8.2% | +24.0% | -15.8% | +0.9% |
| 10Y | +309.5% | +124.5% | +185.1% | +231.7% |
| All | +13,845.6% | +10,220.8% | +3,624.8% | +6,625.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling