+9.5%
SPGI vs CP
+32.0%
-22.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +0.1% | -2.7% | +2.8% | +1.0% |
| 30D | +8.4% | +0.2% | +8.2% | +8.3% |
| 3M | +11.8% | +2.6% | +9.3% | +10.7% |
| 6M | +5.7% | +6.0% | -0.3% | +3.1% |
| YTD | -9.7% | +24.9% | -34.6% | -17.6% |
| 1Y | -12.5% | +20.1% | -32.6% | -19.0% |
| 3Y | +21.8% | +16.4% | +5.4% | +11.5% |
| All | +9.5% | +32.0% | -22.6% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling