+5,756.7%
SPG vs CP
+9,201.1%
-3,444.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +5.0% | +6.1% | -1.1% | +2.3% |
| 30D | +12.3% | +9.8% | +2.5% | +7.8% |
| 3M | +1.9% | +2.7% | -0.9% | +0.5% |
| 6M | +14.4% | +12.8% | +1.6% | +8.2% |
| YTD | +26.5% | +28.2% | -1.7% | +12.6% |
| 1Y | +30.7% | +34.1% | -3.5% | +13.9% |
| 3Y | +122.6% | +28.9% | +93.7% | +94.7% |
| 5Y | +73.3% | +27.1% | +46.3% | +50.8% |
| 10Y | +111.1% | +264.8% | -153.7% | +19.1% |
| All | +5,756.7% | +9,201.1% | -3,444.4% | +1,363.2% |
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