+337.0%
SPGI vs CNP
+143.5%
+193.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +1.6% | -3.0% | +4.6% | +2.8% |
| 30D | +16.1% | +6.8% | +9.2% | +12.8% |
| 3M | +15.5% | +3.6% | +11.8% | +13.5% |
| 6M | +19.6% | 0.0% | +19.7% | +19.2% |
| YTD | -3.6% | +9.4% | -13.0% | -8.1% |
| 1Y | +2.2% | +6.8% | -4.6% | -1.6% |
| 3Y | +30.1% | +64.2% | -34.0% | +2.6% |
| 5Y | +14.9% | +76.0% | -61.1% | -12.5% |
| All | +337.0% | +143.5% | +193.5% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling