+116.5%
SPG vs CP
+261.0%
-144.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +0.8% |
| 7D | +5.1% | +2.8% | +2.3% | +3.4% |
| 30D | +16.8% | +11.3% | +5.5% | +9.6% |
| 3M | +5.7% | +2.9% | +2.8% | +3.6% |
| 6M | +17.8% | +9.8% | +8.0% | +10.9% |
| YTD | +30.1% | +28.5% | +1.6% | +10.6% |
| 1Y | +32.8% | +33.5% | -0.7% | +10.2% |
| 3Y | +137.2% | +31.9% | +105.3% | +92.3% |
| 5Y | +81.5% | +25.5% | +56.0% | +48.0% |
| 10Y | +116.5% | +257.6% | -141.1% | +13.3% |
| All | +116.5% | +261.0% | -144.5% | +13.3% |
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