+60.4%
CFG vs SPG
+84.0%
-23.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | +3.2% | +2.0% | +1.2% | +1.8% |
| 30D | +5.1% | +17.2% | -12.1% | -6.3% |
| 3M | -11.2% | +6.3% | -17.6% | -15.2% |
| 6M | +9.6% | +18.7% | -9.1% | -3.6% |
| YTD | +15.0% | +30.1% | -15.1% | -5.7% |
| 1Y | +29.9% | +32.8% | -2.9% | +4.9% |
| 3Y | +192.1% | +133.6% | +58.5% | +52.2% |
| All | +60.4% | +84.0% | -23.6% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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