+30.1%
SPGI vs CNH
+31.3%
-1.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +0.8% |
| 7D | +1.6% | +4.5% | -2.9% | +1.2% |
| 30D | +16.1% | +7.6% | +8.4% | +15.3% |
| 3M | +15.5% | +17.0% | -1.5% | +13.6% |
| 6M | +19.6% | +12.9% | +6.7% | +17.8% |
| YTD | -3.6% | +34.3% | -37.8% | -8.3% |
| 1Y | +2.2% | +28.5% | -26.3% | -2.2% |
| 3Y | +30.1% | +31.9% | -1.7% | +23.4% |
| All | +30.1% | +31.3% | -1.2% | +23.4% |
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