+334.3%
SPGI vs CPB
-39.9%
+374.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -0.9% | +3.3% | -4.1% | -1.4% |
| 30D | +15.5% | +19.0% | -3.5% | +12.1% |
| 3M | +15.7% | +0.4% | +15.2% | +15.2% |
| 6M | +19.1% | +13.0% | +6.1% | +16.2% |
| YTD | -4.1% | -12.7% | +8.7% | -2.7% |
| 1Y | +1.2% | -20.9% | +22.1% | +4.2% |
| 3Y | +31.6% | -35.4% | +67.0% | +38.8% |
| 5Y | +12.4% | -32.3% | +44.7% | +16.2% |
| 10Y | +334.3% | -40.5% | +374.8% | +352.3% |
| All | +334.3% | -39.9% | +374.2% | +352.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling