+31.7%
SPGI vs CPNG
-76.2%
+107.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.4% |
| 7D | -7.4% | -1.1% | -6.3% | -7.3% |
| 30D | +0.4% | -7.4% | +7.7% | +1.4% |
| 3M | +5.3% | -12.3% | +17.6% | +7.0% |
| 6M | +1.7% | -19.4% | +21.1% | +3.8% |
| YTD | -16.4% | -35.9% | +19.6% | -12.0% |
| 1Y | -20.5% | -53.4% | +32.9% | -12.6% |
| 3Y | +14.2% | -20.0% | +34.2% | +14.7% |
| 5Y | +0.6% | -49.6% | +50.2% | -2.9% |
| All | +31.7% | -76.2% | +107.9% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling