+78.0%
SPG vs CP
+24.4%
+53.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.6% |
| 7D | +4.9% | +2.8% | +2.1% | +3.6% |
| 30D | +15.6% | +10.2% | +5.4% | +10.5% |
| 3M | +4.1% | +2.4% | +1.7% | +2.7% |
| 6M | +13.6% | +7.7% | +5.9% | +9.4% |
| YTD | +27.5% | +26.0% | +1.6% | +13.5% |
| 1Y | +32.2% | +34.6% | -2.4% | +13.9% |
| 3Y | +126.0% | +26.7% | +99.3% | +95.3% |
| All | +78.0% | +24.4% | +53.6% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling