+155.1%
SPG vs CDW
+903.1%
-748.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -2.4% | +3.2% | -5.6% | -3.8% |
| 30D | -6.8% | +9.3% | -16.1% | -11.2% |
| 3M | +2.7% | +9.8% | -7.1% | -3.5% |
| 6M | +5.5% | +23.3% | -17.9% | -9.8% |
| YTD | +15.7% | +13.7% | +2.1% | +2.6% |
| 1Y | +20.9% | -6.5% | +27.3% | +17.6% |
| 3Y | +112.4% | -25.2% | +137.6% | +125.0% |
| 5Y | +101.4% | -19.5% | +120.8% | +99.6% |
| 10Y | +60.6% | +285.8% | -225.2% | -6.6% |
| All | +155.1% | +903.1% | -748.0% | +28.3% |
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