+27.8%
CL vs SPG
+32.2%
-4.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.5% |
| 7D | +0.5% | +5.1% | -4.6% | -1.8% |
| 30D | +11.6% | +16.8% | -5.3% | +4.2% |
| 3M | +5.6% | +5.7% | 0.0% | +2.7% |
| 6M | +13.2% | +17.8% | -4.6% | +5.2% |
| YTD | +26.9% | +30.1% | -3.2% | +12.5% |
| All | +27.8% | +32.2% | -4.4% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling