+14,609.4%
SPGI vs CP
+7,734.8%
+6,874.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | +0.3% | +2.8% | -2.5% | -0.7% |
| 30D | +18.4% | +10.2% | +8.2% | +14.2% |
| 3M | +15.7% | +2.4% | +13.3% | +14.6% |
| 6M | +17.3% | +7.7% | +9.6% | +13.8% |
| YTD | -4.7% | +26.0% | -30.7% | -13.5% |
| 1Y | +1.8% | +34.6% | -32.8% | -9.9% |
| 3Y | +31.7% | +26.7% | +5.0% | +17.1% |
| 5Y | +12.1% | +24.9% | -12.8% | -0.7% |
| 10Y | +341.9% | +258.6% | +83.3% | +163.7% |
| All | +14,609.4% | +7,734.8% | +6,874.6% | +3,391.2% |
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