-12.5%
SPGI vs CP
+19.9%
-32.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +0.1% | -2.7% | +2.8% | +0.2% |
| 30D | +8.4% | +0.2% | +8.2% | +8.4% |
| 3M | +11.8% | +2.6% | +9.3% | +11.7% |
| 6M | +5.7% | +6.0% | -0.3% | +5.3% |
| YTD | -9.7% | +24.9% | -34.6% | -10.3% |
| 1Y | -12.5% | +20.1% | -32.6% | -14.7% |
| All | -12.5% | +19.9% | -32.4% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling