+5,256.9%
SPG vs CP
+8,967.1%
-3,710.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.4% | -2.7% | +0.3% | -1.3% |
| 30D | -6.8% | +0.2% | -7.0% | -7.0% |
| 3M | +2.7% | +2.6% | +0.1% | +1.3% |
| 6M | +5.5% | +6.0% | -0.5% | +2.4% |
| YTD | +15.7% | +24.9% | -9.2% | +4.2% |
| 1Y | +20.9% | +20.1% | +0.8% | +10.5% |
| 3Y | +112.4% | +16.4% | +96.0% | +94.3% |
| 5Y | +101.4% | +31.7% | +69.6% | +72.4% |
| 10Y | +60.6% | +223.9% | -163.2% | -5.0% |
| All | +5,256.9% | +8,967.1% | -3,710.2% | +1,253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling