+62.2%
SPG vs CPB
-45.7%
+107.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +1.0% |
| 7D | 0.0% | -8.2% | +8.2% | +0.8% |
| 30D | -4.9% | -5.6% | +0.6% | -4.5% |
| 3M | +3.3% | +3.0% | +0.3% | +2.9% |
| 6M | +11.2% | -12.7% | +23.9% | +12.4% |
| YTD | +17.1% | -18.0% | +35.0% | +18.9% |
| 1Y | +21.6% | -31.7% | +53.3% | +25.5% |
| 3Y | +111.9% | -41.0% | +152.8% | +120.4% |
| 5Y | +106.9% | -38.4% | +145.3% | +114.9% |
| 10Y | +62.2% | -45.0% | +107.2% | +66.3% |
| All | +62.2% | -45.7% | +107.9% | +66.3% |
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