+109.5%
SPG vs CP
+259.0%
-149.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | +3.1% | +0.9% | +2.2% | +2.5% |
| 30D | +16.4% | +10.3% | +6.1% | +9.8% |
| 3M | +7.1% | +2.3% | +4.8% | +5.4% |
| 6M | +16.1% | +10.7% | +5.4% | +8.7% |
| YTD | +30.4% | +29.3% | +1.1% | +10.5% |
| 1Y | +33.0% | +31.5% | +1.5% | +11.4% |
| 3Y | +134.6% | +36.7% | +97.9% | +86.0% |
| 5Y | +84.9% | +26.8% | +58.1% | +49.8% |
| All | +109.5% | +259.0% | -149.5% | +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