+2.9%
SPGI vs CPNG
-45.7%
+48.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +12.0% | -8.6% | +1.8% |
| 7D | +7.2% | +20.8% | -13.6% | +4.7% |
| 30D | +23.2% | +20.1% | +3.1% | +20.3% |
| 3M | +17.0% | +1.6% | +15.4% | +16.3% |
| 6M | +20.4% | -15.8% | +36.3% | +22.7% |
| YTD | -1.9% | -27.7% | +25.8% | +0.3% |
| 1Y | +2.9% | -46.9% | +49.8% | +8.2% |
| All | +2.9% | -45.7% | +48.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling