+5,256.9%
SPG vs CHD
+6,456.8%
-1,199.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -2.4% | -2.7% | +0.3% | -1.8% |
| 30D | -6.8% | -4.6% | -2.2% | -5.8% |
| 3M | +2.7% | +5.0% | -2.4% | +1.4% |
| 6M | +5.5% | -3.2% | +8.7% | +6.1% |
| YTD | +15.7% | +18.6% | -2.9% | +10.9% |
| 1Y | +20.9% | +4.8% | +16.0% | +19.0% |
| 3Y | +112.4% | +6.1% | +106.2% | +106.7% |
| 5Y | +101.4% | +24.0% | +77.4% | +87.6% |
| 10Y | +60.6% | +124.5% | -63.8% | +23.9% |
| All | +5,256.9% | +6,456.8% | -1,199.9% | +2,324.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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