+343.3%
SPGI vs CP
+257.3%
+86.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +1.2% | +2.1% | -0.9% | +0.2% |
| 30D | +15.9% | +9.3% | +6.6% | +11.1% |
| 3M | +12.3% | +0.5% | +11.8% | +11.9% |
| 6M | +23.7% | +10.4% | +13.3% | +17.5% |
| YTD | -3.5% | +28.7% | -32.2% | -16.0% |
| 1Y | +0.4% | +33.2% | -32.8% | -14.1% |
| 3Y | +29.9% | +38.4% | -8.5% | +5.1% |
| 5Y | +15.2% | +26.2% | -11.0% | -3.7% |
| All | +343.3% | +257.3% | +86.0% | +116.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling