+13,845.6%
SPGI vs CNP
+1,826.3%
+12,019.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | +8.4% | -1.8% | +10.2% | +8.9% |
| 3M | +11.8% | -4.6% | +16.5% | +13.1% |
| 6M | +5.7% | -8.8% | +14.6% | +8.0% |
| YTD | -9.7% | +5.2% | -14.9% | -11.2% |
| 1Y | -12.5% | +8.3% | -20.8% | -14.6% |
| 3Y | +21.8% | +54.9% | -33.1% | +7.8% |
| 5Y | +8.2% | +73.5% | -65.3% | -7.1% |
| 10Y | +309.5% | +139.1% | +170.4% | +216.4% |
| All | +13,845.6% | +1,826.3% | +12,019.3% | +6,358.5% |
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