+338.6%
SPGI vs CP
+251.7%
+86.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | -0.7% | -0.7% | -1.1% |
| 30D | +15.3% | +9.6% | +5.6% | +10.3% |
| 3M | +16.5% | +2.2% | +14.3% | +15.1% |
| 6M | +19.8% | +11.1% | +8.7% | +13.5% |
| YTD | -3.2% | +28.2% | -31.4% | -15.6% |
| 1Y | +1.8% | +32.2% | -30.4% | -12.6% |
| 3Y | +30.6% | +35.5% | -4.9% | +6.9% |
| 5Y | +16.0% | +26.8% | -10.7% | -3.3% |
| 10Y | +338.6% | +256.9% | +81.7% | +112.1% |
| All | +338.6% | +251.7% | +86.9% | +112.1% |
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