+14,609.4%
SPGI vs CNP
+1,874.4%
+12,735.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | +0.3% | -4.2% | +4.5% | +1.3% |
| 30D | +18.4% | +5.5% | +12.8% | +16.7% |
| 3M | +15.7% | +0.6% | +15.1% | +15.4% |
| 6M | +17.3% | -2.8% | +20.1% | +17.9% |
| YTD | -4.7% | +7.9% | -12.6% | -7.0% |
| 1Y | +1.8% | +6.7% | -4.8% | -0.4% |
| 3Y | +31.7% | +61.1% | -29.4% | +15.3% |
| 5Y | +12.1% | +73.0% | -60.9% | -3.7% |
| 10Y | +341.9% | +141.9% | +200.1% | +240.0% |
| All | +14,609.4% | +1,874.4% | +12,735.0% | +6,663.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling