+331.8%
SPGI vs CPRT
+398.2%
-66.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.2% |
| 7D | +0.3% | +6.0% | -5.8% | -2.7% |
| 30D | +18.4% | +20.0% | -1.6% | +7.9% |
| 3M | +15.7% | +10.1% | +5.6% | +9.3% |
| 6M | +17.3% | -4.3% | +21.6% | +18.3% |
| YTD | -4.7% | -18.4% | +13.7% | +3.8% |
| 1Y | +1.8% | -20.1% | +21.9% | +12.0% |
| 3Y | +31.7% | -30.4% | +62.1% | +51.1% |
| 5Y | +12.1% | -17.0% | +29.0% | +14.5% |
| All | +331.8% | +398.2% | -66.4% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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