+2,244.3%
CL vs SPG
+5,256.9%
-3,012.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -2.2% | -2.4% | +0.2% | -1.8% |
| 30D | -4.8% | -6.8% | +2.0% | -3.8% |
| 3M | +4.9% | +2.7% | +2.2% | +4.5% |
| 6M | -5.7% | +5.5% | -11.2% | -6.5% |
| YTD | +14.4% | +15.7% | -1.3% | +11.8% |
| 1Y | +8.7% | +20.9% | -12.1% | +5.6% |
| 3Y | +30.0% | +112.4% | -82.4% | +15.2% |
| 5Y | +28.4% | +101.4% | -73.0% | +13.4% |
| 10Y | +50.1% | +60.6% | -10.5% | +30.1% |
| All | +2,244.3% | +5,256.9% | -3,012.6% | +938.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling