+116.1%
SPG vs CP
+255.2%
-139.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | +5.6% | +2.8% | +2.8% | +3.9% |
| 30D | +17.6% | +11.0% | +6.5% | +10.5% |
| 3M | +7.5% | +3.8% | +3.6% | +4.8% |
| 6M | +18.5% | +9.5% | +9.1% | +11.8% |
| YTD | +30.9% | +28.2% | +2.7% | +11.5% |
| 1Y | +34.1% | +33.0% | +1.2% | +11.6% |
| 3Y | +135.5% | +35.5% | +100.0% | +87.7% |
| 5Y | +86.5% | +25.8% | +60.7% | +51.8% |
| 10Y | +116.1% | +250.7% | -134.6% | +13.0% |
| All | +116.1% | +255.2% | -139.1% | +13.0% |
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