+84.9%
CL vs SPG
+117.2%
-32.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | +2.6% | +5.6% | -3.0% | +1.9% |
| 30D | +11.8% | +17.6% | -5.8% | +9.7% |
| 3M | +5.9% | +7.5% | -1.6% | +5.0% |
| 6M | +13.3% | +18.5% | -5.2% | +11.1% |
| YTD | +27.1% | +30.9% | -3.8% | +23.2% |
| 1Y | +28.0% | +34.1% | -6.1% | +23.7% |
| 3Y | +39.4% | +135.5% | -96.1% | +26.2% |
| 5Y | +40.8% | +86.5% | -45.8% | +29.3% |
| 10Y | +84.9% | +116.1% | -31.2% | +85.4% |
| All | +84.9% | +117.2% | -32.4% | +85.4% |
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