+39.7%
CL vs SPG
+132.9%
-93.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.0% |
| 7D | +0.5% | +5.1% | -4.6% | -0.5% |
| 30D | +11.6% | +16.8% | -5.3% | +8.1% |
| 3M | +5.6% | +5.7% | 0.0% | +4.3% |
| 6M | +13.2% | +17.8% | -4.6% | +9.6% |
| YTD | +26.9% | +30.1% | -3.2% | +20.9% |
| 1Y | +27.3% | +32.8% | -5.5% | +21.0% |
| 3Y | +39.7% | +137.2% | -97.5% | +28.3% |
| All | +39.7% | +132.9% | -93.2% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling