+31.7%
SPGI vs CP
+26.5%
+5.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | +0.3% | +2.8% | -2.5% | -0.3% |
| 30D | +18.4% | +10.2% | +8.2% | +16.0% |
| 3M | +15.7% | +2.4% | +13.3% | +15.0% |
| 6M | +17.3% | +7.7% | +9.6% | +15.3% |
| YTD | -4.7% | +26.0% | -30.7% | -10.0% |
| 1Y | +1.8% | +34.6% | -32.8% | -5.6% |
| 3Y | +31.7% | +26.7% | +5.0% | +22.3% |
| All | +31.7% | +26.5% | +5.2% | +22.3% |
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