+2,431.7%
SPGI vs CNC
+5,537.6%
-3,105.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -1.3% |
| 7D | +0.1% | +3.5% | -3.4% | -0.5% |
| 30D | +8.4% | +0.1% | +8.3% | +8.3% |
| 3M | +11.8% | +6.9% | +4.9% | +10.0% |
| 6M | +5.7% | +49.0% | -43.3% | -3.3% |
| YTD | -9.7% | +62.9% | -72.6% | -19.1% |
| 1Y | -12.5% | +134.0% | -146.5% | -27.8% |
| 3Y | +21.8% | +9.4% | +12.4% | +11.7% |
| 5Y | +8.2% | +4.1% | +4.0% | -1.1% |
| 10Y | +309.5% | +95.4% | +214.1% | +220.1% |
| All | +2,431.7% | +5,537.6% | -3,105.9% | +979.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling