+14,609.4%
SPGI vs CPB
+360.6%
+14,248.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | +0.3% | +8.0% | -7.7% | -1.6% |
| 30D | +18.4% | +22.4% | -4.0% | +12.8% |
| 3M | +15.7% | +2.5% | +13.2% | +14.6% |
| 6M | +17.3% | +12.2% | +5.1% | +13.5% |
| YTD | -4.7% | -12.8% | +8.1% | -2.6% |
| 1Y | +1.8% | -19.2% | +21.0% | +5.9% |
| 3Y | +31.7% | -35.6% | +67.3% | +42.5% |
| 5Y | +12.1% | -31.4% | +43.5% | +17.7% |
| 10Y | +341.9% | -37.9% | +379.9% | +359.3% |
| All | +14,609.4% | +360.6% | +14,248.8% | +9,851.1% |
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 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