+22.0%
SPGI vs CP
+17.1%
+5.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +0.1% | -2.7% | +2.8% | +0.7% |
| 30D | +8.4% | +0.2% | +8.2% | +8.3% |
| 3M | +11.8% | +2.6% | +9.3% | +11.1% |
| 6M | +5.7% | +6.0% | -0.3% | +4.0% |
| YTD | -9.7% | +24.9% | -34.6% | -15.1% |
| 1Y | -12.5% | +20.1% | -32.6% | -16.9% |
| All | +22.0% | +17.1% | +5.0% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling