+13,845.6%
SPGI vs CP
+7,669.4%
+6,176.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +0.1% | -2.7% | +2.8% | +1.1% |
| 30D | +8.4% | +0.2% | +8.2% | +8.3% |
| 3M | +11.8% | +2.6% | +9.3% | +10.6% |
| 6M | +5.7% | +6.0% | -0.3% | +2.9% |
| YTD | -9.7% | +24.9% | -34.6% | -17.8% |
| 1Y | -12.5% | +20.1% | -32.6% | -19.3% |
| 3Y | +21.8% | +16.4% | +5.4% | +11.9% |
| 5Y | +8.2% | +31.7% | -23.6% | -6.1% |
| 10Y | +309.5% | +223.9% | +85.7% | +152.9% |
| All | +13,845.6% | +7,669.4% | +6,176.2% | +3,220.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling