+1.7%
SPGI vs CP
+33.1%
-31.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.4% |
| 7D | -0.9% | +2.8% | -3.6% | -1.2% |
| 30D | +15.5% | +11.3% | +4.2% | +14.2% |
| 3M | +15.7% | +2.9% | +12.8% | +15.0% |
| 6M | +19.1% | +9.8% | +9.3% | +18.4% |
| YTD | -4.1% | +28.5% | -32.6% | -5.6% |
| All | +1.7% | +33.1% | -31.4% | -1.0% |
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 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