+13,845.6%
SPGI vs CPB
+325.7%
+13,519.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.8% |
| 7D | +0.1% | -8.6% | +8.7% | +2.1% |
| 30D | +8.4% | -7.2% | +15.7% | +10.2% |
| 3M | +11.8% | +0.9% | +10.9% | +11.2% |
| 6M | +5.7% | -11.8% | +17.5% | +8.3% |
| YTD | -9.7% | -19.4% | +9.7% | -5.7% |
| 1Y | -12.5% | -30.4% | +17.9% | -5.6% |
| 3Y | +21.8% | -40.2% | +62.0% | +34.3% |
| 5Y | +8.2% | -39.5% | +47.7% | +17.3% |
| 10Y | +309.5% | -47.4% | +356.9% | +344.7% |
| All | +13,845.6% | +325.7% | +13,519.9% | +9,532.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling