+11.7%
SPGI vs CNH
-14.7%
+26.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -1.4% |
| 7D | +0.3% | -1.7% | +2.0% | +0.5% |
| 30D | +18.4% | -7.2% | +25.6% | +19.7% |
| 3M | +15.7% | +6.5% | +9.2% | +13.7% |
| 6M | +17.3% | +7.9% | +9.4% | +14.4% |
| YTD | -4.7% | +26.6% | -31.3% | -11.3% |
| 1Y | +1.8% | +13.8% | -11.9% | -3.1% |
| 3Y | +31.7% | +9.2% | +22.5% | +22.9% |
| All | +11.7% | -14.7% | +26.4% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling