+109.0%
SPG vs CP
+257.3%
-148.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +2.0% | +2.1% | -0.2% | +0.7% |
| 30D | +17.2% | +9.3% | +7.9% | +11.2% |
| 3M | +6.3% | +0.5% | +5.9% | +5.8% |
| 6M | +18.7% | +10.4% | +8.3% | +11.3% |
| YTD | +30.1% | +28.7% | +1.4% | +10.5% |
| 1Y | +32.8% | +33.2% | -0.4% | +10.4% |
| 3Y | +133.6% | +38.4% | +95.1% | +83.6% |
| 5Y | +84.4% | +26.2% | +58.2% | +49.8% |
| All | +109.0% | +257.3% | -148.4% | +9.6% |
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