+0.4%
SPGI vs CP
+31.6%
-31.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +1.2% | +2.1% | -0.9% | +0.9% |
| 30D | +15.9% | +9.3% | +6.6% | +14.7% |
| 3M | +12.3% | +0.5% | +11.8% | +11.7% |
| 6M | +23.7% | +10.4% | +13.3% | +22.8% |
| YTD | -3.5% | +28.7% | -32.2% | -5.5% |
| 1Y | +0.4% | +33.2% | -32.8% | -3.2% |
| All | +0.4% | +31.6% | -31.2% | -3.2% |
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