+30.1%
SPGI vs CP
+31.7%
-1.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +1.6% | +2.8% | -1.2% | +1.0% |
| 30D | +16.1% | +11.0% | +5.0% | +13.4% |
| 3M | +15.5% | +3.8% | +11.6% | +14.4% |
| 6M | +19.6% | +9.5% | +10.2% | +17.2% |
| YTD | -3.6% | +28.2% | -31.8% | -9.5% |
| 1Y | +2.2% | +33.0% | -30.7% | -5.0% |
| 3Y | +30.1% | +35.5% | -5.4% | +17.5% |
| All | +30.1% | +31.7% | -1.6% | +17.5% |
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