+331.8%
SPGI vs CNH
+116.5%
+215.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -1.7% |
| 7D | +0.3% | -1.7% | +2.0% | +0.7% |
| 30D | +18.4% | -7.2% | +25.6% | +20.4% |
| 3M | +15.7% | +6.5% | +9.2% | +12.7% |
| 6M | +17.3% | +7.9% | +9.4% | +12.7% |
| YTD | -4.7% | +26.6% | -31.3% | -13.7% |
| 1Y | +1.8% | +13.8% | -11.9% | -5.1% |
| 3Y | +31.7% | +9.2% | +22.5% | +19.6% |
| 5Y | +12.1% | -15.6% | +27.7% | +7.7% |
| All | +331.8% | +116.5% | +215.4% | +206.2% |
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