+116.5%
SPG vs CDW
+325.6%
-209.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.8% | -2.8% | -0.3% |
| 7D | +5.1% | +9.3% | -4.2% | +0.1% |
| 30D | +16.8% | +15.8% | +1.1% | +7.7% |
| 3M | +5.7% | +21.8% | -16.1% | -6.4% |
| 6M | +17.8% | +58.8% | -41.0% | -12.3% |
| YTD | +30.1% | +22.8% | +7.3% | +7.7% |
| 1Y | +32.8% | +17.9% | +14.9% | +12.3% |
| 3Y | +137.2% | -17.4% | +154.6% | +135.8% |
| 5Y | +81.5% | -5.7% | +87.2% | +59.4% |
| 10Y | +116.5% | +319.5% | -203.0% | +20.0% |
| All | +116.5% | +325.6% | -209.1% | +20.0% |
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