+89.6%
CL vs SPG
+113.9%
-24.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +3.2% | +2.0% | +1.2% | +3.0% |
| 30D | +8.0% | +17.2% | -9.2% | +6.0% |
| 3M | +7.9% | +6.3% | +1.5% | +7.1% |
| 6M | +14.7% | +18.7% | -4.0% | +12.5% |
| YTD | +29.2% | +30.1% | -0.9% | +25.3% |
| 1Y | +29.5% | +32.8% | -3.2% | +25.3% |
| 3Y | +40.7% | +133.6% | -92.9% | +27.4% |
| 5Y | +43.9% | +84.4% | -40.5% | +32.3% |
| All | +89.6% | +113.9% | -24.3% | +92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling