+59.0%
SPG vs CP
+222.0%
-163.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -2.4% | -2.7% | +0.3% | -0.9% |
| 30D | -6.8% | +0.2% | -7.0% | -7.1% |
| 3M | +2.7% | +2.6% | +0.1% | +0.8% |
| 6M | +5.5% | +6.0% | -0.5% | +1.2% |
| YTD | +15.7% | +24.9% | -9.2% | +0.2% |
| 1Y | +20.9% | +20.1% | +0.8% | +6.9% |
| 3Y | +112.4% | +16.4% | +96.0% | +86.6% |
| 5Y | +101.4% | +31.7% | +69.6% | +58.5% |
| All | +59.0% | +222.0% | -163.0% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling