+14.0%
SPGI vs CPRT
-16.5%
+30.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.1% |
| 7D | -0.8% | -1.5% | +0.7% | -0.1% |
| 30D | +14.3% | +21.3% | -7.1% | +4.2% |
| 3M | +14.5% | +10.4% | +4.1% | +8.4% |
| 6M | +17.3% | -4.3% | +21.6% | +18.4% |
| YTD | -4.6% | -18.3% | +13.7% | +3.7% |
| 1Y | +0.8% | -22.5% | +23.3% | +12.3% |
| 3Y | +28.8% | -34.3% | +63.1% | +50.8% |
| 5Y | +14.0% | -17.8% | +31.7% | +14.4% |
| All | +14.0% | -16.5% | +30.4% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling