+334.3%
SPGI vs CP
+261.0%
+73.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.3% |
| 7D | -0.9% | +2.8% | -3.6% | -2.1% |
| 30D | +15.5% | +11.3% | +4.2% | +9.7% |
| 3M | +15.7% | +2.9% | +12.8% | +14.0% |
| 6M | +19.1% | +9.8% | +9.3% | +13.4% |
| YTD | -4.1% | +28.5% | -32.6% | -16.4% |
| 1Y | +1.2% | +33.5% | -32.3% | -13.6% |
| 3Y | +31.6% | +31.9% | -0.4% | +9.3% |
| 5Y | +12.4% | +25.5% | -13.0% | -5.7% |
| 10Y | +334.3% | +257.6% | +76.7% | +110.1% |
| All | +334.3% | +261.0% | +73.3% | +110.1% |
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