+13.7%
SPGI vs CNH
-17.7%
+31.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.2% | +3.0% | -1.8% | +0.6% |
| 30D | +15.9% | -0.6% | +16.5% | +15.8% |
| 3M | +12.3% | +14.6% | -2.3% | +8.9% |
| 6M | +23.7% | +11.8% | +11.9% | +19.8% |
| YTD | -3.5% | +30.4% | -34.0% | -10.8% |
| 1Y | +0.4% | +19.1% | -18.6% | -5.2% |
| 3Y | +29.9% | +30.2% | -0.3% | +15.6% |
| All | +13.7% | -17.7% | +31.4% | +13.8% |
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 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