+11.7%
SPGI vs CPB
-31.3%
+43.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | +0.3% | +8.0% | -7.7% | -0.8% |
| 30D | +18.4% | +22.4% | -4.0% | +15.0% |
| 3M | +15.7% | +2.5% | +13.2% | +14.9% |
| 6M | +17.3% | +12.2% | +5.1% | +15.1% |
| YTD | -4.7% | -12.8% | +8.1% | -4.1% |
| 1Y | +1.8% | -19.2% | +21.0% | +3.3% |
| 3Y | +31.7% | -35.6% | +67.3% | +36.6% |
| All | +11.7% | -31.3% | +43.1% | +15.6% |
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