-20.5%
SPGI vs CNC
+84.7%
-105.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -7.4% | -0.9% | -6.5% | -7.4% |
| 30D | +0.4% | -1.0% | +1.3% | +0.4% |
| 3M | +5.3% | +4.5% | +0.7% | +5.0% |
| 6M | +1.7% | +85.2% | -83.6% | +0.9% |
| YTD | -16.4% | +61.4% | -77.8% | -16.2% |
| 1Y | -20.5% | +94.9% | -115.4% | -18.0% |
| All | -20.5% | +84.7% | -105.1% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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