+14,754.4%
SPGI vs CP
+7,870.0%
+6,884.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +2.6% | +6.1% | -3.5% | +0.3% |
| 30D | +19.3% | +9.8% | +9.5% | +15.2% |
| 3M | +15.5% | +2.7% | +12.7% | +14.2% |
| 6M | +18.3% | +12.8% | +5.6% | +12.8% |
| YTD | -3.8% | +28.2% | -32.0% | -13.2% |
| 1Y | +1.3% | +34.1% | -32.8% | -10.2% |
| 3Y | +33.6% | +28.9% | +4.7% | +18.1% |
| 5Y | +13.2% | +27.1% | -13.9% | -0.3% |
| 10Y | +346.3% | +264.8% | +81.5% | +164.6% |
| All | +14,754.4% | +7,870.0% | +6,884.4% | +3,403.2% |
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 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