+73.4%
CL vs SPG
+109.7%
-36.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | +1.3% | +4.9% | -3.6% | +0.8% |
| 30D | +11.4% | +15.6% | -4.2% | +9.5% |
| 3M | +4.4% | +4.1% | +0.3% | +3.9% |
| 6M | +10.8% | +13.6% | -2.8% | +9.2% |
| YTD | +25.1% | +27.5% | -2.4% | +21.6% |
| 1Y | +28.0% | +32.2% | -4.3% | +23.9% |
| 3Y | +37.6% | +126.0% | -88.4% | +25.2% |
| 5Y | +39.7% | +74.7% | -35.0% | +29.3% |
| All | +73.4% | +109.7% | -36.3% | +73.9% |
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