+13.7%
SPGI vs CPB
-33.2%
+46.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.6% |
| 7D | +1.2% | -1.6% | +2.8% | +1.5% |
| 30D | +15.9% | +19.2% | -3.3% | +13.1% |
| 3M | +12.3% | -0.9% | +13.2% | +12.1% |
| 6M | +23.7% | +15.2% | +8.5% | +21.0% |
| YTD | -3.5% | -13.1% | +9.5% | -2.9% |
| 1Y | +0.4% | -22.4% | +22.8% | +2.4% |
| 3Y | +29.9% | -35.3% | +65.2% | +34.7% |
| All | +13.7% | -33.2% | +46.9% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling