+181.2%
SPG vs CDW
+933.5%
-752.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | +4.9% | +2.1% | +2.8% | +3.5% |
| 30D | +15.6% | +14.7% | +0.9% | +7.8% |
| 3M | +4.1% | +11.1% | -7.0% | -2.8% |
| 6M | +13.6% | +45.6% | -32.0% | -9.4% |
| YTD | +27.5% | +17.1% | +10.4% | +10.0% |
| 1Y | +32.2% | +13.2% | +19.1% | +15.9% |
| 3Y | +126.0% | -22.2% | +148.2% | +131.6% |
| 5Y | +74.7% | -10.1% | +84.9% | +61.1% |
| 10Y | +112.8% | +307.0% | -194.1% | +19.8% |
| All | +181.2% | +933.5% | -752.4% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling