+31.7%
SPGI vs CNH
+7.0%
+24.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -1.2% |
| 7D | +0.3% | -1.7% | +2.0% | +0.4% |
| 30D | +18.4% | -7.2% | +25.6% | +19.0% |
| 3M | +15.7% | +6.5% | +9.2% | +14.8% |
| 6M | +17.3% | +7.9% | +9.4% | +16.0% |
| YTD | -4.7% | +26.6% | -31.3% | -8.7% |
| 1Y | +1.8% | +13.8% | -11.9% | -1.0% |
| 3Y | +31.7% | +9.2% | +22.5% | +28.2% |
| All | +31.7% | +7.0% | +24.7% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling