+2.2%
SPGI vs CNC
+2.3%
-0.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.7% | -2.5% |
| 7D | -3.1% | -4.9% | +1.8% | -2.6% |
| 30D | +2.0% | -3.8% | +5.8% | +2.4% |
| 3M | +4.3% | -3.2% | +7.6% | +4.5% |
| 6M | -0.2% | +47.9% | -48.1% | -4.2% |
| YTD | -14.8% | +55.7% | -70.5% | -18.7% |
| 1Y | -18.5% | +106.2% | -124.8% | -24.8% |
| 3Y | +16.0% | -2.1% | +18.0% | +13.9% |
| 5Y | +2.2% | +3.4% | -1.2% | +5.1% |
| All | +2.2% | +2.3% | -0.1% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling