+9,821.3%
SPGI vs CPRT
+22,620.0%
-12,798.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.6% |
| 7D | +0.3% | +6.0% | -5.8% | -1.0% |
| 30D | +18.4% | +20.0% | -1.6% | +14.0% |
| 3M | +15.7% | +10.1% | +5.6% | +13.2% |
| 6M | +17.3% | -4.3% | +21.6% | +17.9% |
| YTD | -4.7% | -18.4% | +13.7% | -1.1% |
| 1Y | +1.8% | -20.1% | +21.9% | +6.0% |
| 3Y | +31.7% | -30.4% | +62.1% | +40.4% |
| 5Y | +12.1% | -17.0% | +29.0% | +15.0% |
| 10Y | +341.9% | +403.2% | -61.3% | +238.7% |
| All | +9,821.3% | +22,620.0% | -12,798.7% | +5,639.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling