+295.5%
SPGI vs CPB
-45.7%
+341.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -3.5% |
| 7D | -2.5% | -8.2% | +5.7% | -1.2% |
| 30D | +5.4% | -5.6% | +11.0% | +6.3% |
| 3M | +9.0% | +3.0% | +6.1% | +8.2% |
| 6M | +0.8% | -12.7% | +13.5% | +2.6% |
| YTD | -12.6% | -18.0% | +5.4% | -10.2% |
| 1Y | -16.1% | -31.7% | +15.6% | -11.4% |
| 3Y | +19.0% | -41.0% | +59.9% | +27.7% |
| 5Y | +5.1% | -38.4% | +43.4% | +10.6% |
| 10Y | +295.5% | -45.0% | +340.4% | +326.1% |
| All | +295.5% | -45.7% | +341.1% | +326.1% |
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