+109.0%
SPG vs CPB
-38.9%
+147.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.4% | -0.6% |
| 7D | +2.0% | -1.6% | +3.5% | +2.1% |
| 30D | +17.2% | +19.2% | -2.0% | +15.2% |
| 3M | +6.3% | -0.9% | +7.3% | +6.2% |
| 6M | +18.7% | +15.2% | +3.5% | +16.9% |
| YTD | +30.1% | -13.1% | +43.2% | +31.0% |
| 1Y | +32.8% | -22.4% | +55.2% | +35.1% |
| 3Y | +133.6% | -35.3% | +168.9% | +140.2% |
| 5Y | +84.4% | -33.0% | +117.4% | +89.8% |
| All | +109.0% | -38.9% | +147.8% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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