+16.0%
SPGI vs CNH
-11.0%
+27.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | -1.4% | +6.7% | -8.0% | -2.5% |
| 30D | +15.3% | +7.2% | +8.1% | +13.7% |
| 3M | +16.5% | +17.5% | -1.0% | +12.6% |
| 6M | +19.8% | +15.0% | +4.9% | +15.6% |
| YTD | -3.2% | +36.8% | -40.0% | -11.2% |
| 1Y | +1.8% | +27.6% | -25.8% | -5.2% |
| 3Y | +30.6% | +34.3% | -3.7% | +15.9% |
| 5Y | +16.0% | -12.2% | +28.3% | +14.5% |
| All | +16.0% | -11.0% | +27.0% | +14.5% |
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