+78.0%
SPG vs CDW
-10.5%
+88.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +4.9% | +2.1% | +2.8% | +4.0% |
| 30D | +15.6% | +14.7% | +0.9% | +10.6% |
| 3M | +4.1% | +11.1% | -7.0% | -0.2% |
| 6M | +13.6% | +45.6% | -32.0% | -2.3% |
| YTD | +27.5% | +17.1% | +10.4% | +16.3% |
| 1Y | +32.2% | +13.2% | +19.1% | +22.2% |
| 3Y | +126.0% | -22.2% | +148.2% | +136.3% |
| All | +78.0% | -10.5% | +88.5% | +59.5% |
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 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