+2,521.2%
CL vs SPG
+5,756.7%
-3,235.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +5.9% | +5.0% | +0.9% | +5.2% |
| 30D | +13.8% | +12.3% | +1.5% | +11.8% |
| 3M | +6.4% | +1.9% | +4.5% | +6.1% |
| 6M | +15.6% | +14.4% | +1.2% | +13.3% |
| YTD | +27.9% | +26.5% | +1.4% | +23.4% |
| 1Y | +31.4% | +30.7% | +0.7% | +26.2% |
| 3Y | +41.4% | +122.6% | -81.2% | +24.5% |
| 5Y | +42.8% | +73.3% | -30.5% | +29.1% |
| 10Y | +79.7% | +111.1% | -31.4% | +49.0% |
| All | +2,521.2% | +5,756.7% | -3,235.5% | +1,045.8% |
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