+9.5%
SPGI vs CNH
+11.5%
-2.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -2.2% |
| 7D | +0.1% | +23.3% | -23.1% | -3.4% |
| 30D | +8.4% | +33.5% | -25.0% | +3.0% |
| 3M | +11.8% | +32.7% | -20.9% | +6.0% |
| 6M | +5.7% | +22.2% | -16.5% | +1.3% |
| YTD | -9.7% | +57.7% | -67.4% | -18.5% |
| 1Y | -12.5% | +28.0% | -40.4% | -17.5% |
| 3Y | +21.8% | +11.5% | +10.3% | +16.4% |
| All | +9.5% | +11.5% | -2.0% | +2.2% |
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 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