+2.9%
SPGI vs CNH
+15.2%
-12.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.5% | +3.4% |
| 7D | +7.2% | +6.5% | +0.7% | +7.4% |
| 30D | +23.2% | -12.0% | +35.2% | +22.7% |
| 3M | +17.0% | +4.4% | +12.7% | +17.5% |
| 6M | +20.4% | +15.7% | +4.7% | +21.4% |
| YTD | -1.9% | +28.2% | -30.1% | -4.3% |
| 1Y | +2.9% | +14.8% | -11.9% | +0.8% |
| All | +2.9% | +15.2% | -12.3% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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