+334.3%
SPGI vs CNH
+134.0%
+200.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.9% | -10.2% | -2.1% |
| 7D | -0.9% | +8.6% | -9.4% | -3.1% |
| 30D | +15.5% | +12.6% | +3.0% | +11.8% |
| 3M | +15.7% | +17.5% | -1.8% | +9.7% |
| 6M | +19.1% | +18.1% | +1.0% | +11.7% |
| YTD | -4.1% | +40.4% | -44.4% | -15.5% |
| 1Y | +1.2% | +34.0% | -32.8% | -9.9% |
| 3Y | +31.6% | +35.3% | -3.7% | +12.3% |
| 5Y | +12.4% | -5.1% | +17.5% | +4.5% |
| 10Y | +334.3% | +124.0% | +210.3% | +198.8% |
| All | +334.3% | +134.0% | +200.3% | +198.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling