+59.0%
SPG vs CDW
+285.0%
-226.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -2.4% | +3.2% | -5.6% | -4.0% |
| 30D | -6.8% | +9.3% | -16.1% | -11.6% |
| 3M | +2.7% | +9.8% | -7.1% | -4.2% |
| 6M | +5.5% | +23.3% | -17.9% | -11.5% |
| YTD | +15.7% | +13.7% | +2.1% | +1.1% |
| 1Y | +20.9% | -6.5% | +27.3% | +17.2% |
| 3Y | +112.4% | -25.2% | +137.6% | +126.1% |
| 5Y | +101.4% | -19.5% | +120.8% | +97.3% |
| All | +59.0% | +285.0% | -226.1% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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