+109.5%
SPG vs CPB
-40.8%
+150.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +3.1% | -5.8% | +8.9% | +3.7% |
| 30D | +16.4% | +16.5% | 0.0% | +14.7% |
| 3M | +7.1% | -1.1% | +8.2% | +7.0% |
| 6M | +16.1% | +11.5% | +4.6% | +14.7% |
| YTD | +30.4% | -15.7% | +46.2% | +31.8% |
| 1Y | +33.0% | -24.7% | +57.6% | +35.7% |
| 3Y | +134.6% | -37.3% | +171.9% | +142.1% |
| 5Y | +84.9% | -35.0% | +119.9% | +90.9% |
| All | +109.5% | -40.8% | +150.3% | +103.2% |
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