+82.7%
SPG vs CDW
-4.0%
+86.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +2.0% | +9.3% | -7.3% | -0.5% |
| 30D | +17.2% | +14.4% | +2.9% | +12.4% |
| 3M | +6.3% | +21.4% | -15.1% | -0.5% |
| 6M | +18.7% | +72.8% | -54.1% | -3.3% |
| YTD | +30.1% | +28.0% | +2.1% | +15.7% |
| 1Y | +32.8% | +19.3% | +13.4% | +21.6% |
| 3Y | +133.6% | -15.3% | +148.9% | +138.7% |
| All | +82.7% | -4.0% | +86.7% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling