+82.7%
SPG vs CPB
-33.2%
+116.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.4% | -0.8% |
| 7D | +2.0% | -1.6% | +3.5% | +2.3% |
| 30D | +17.2% | +19.2% | -2.0% | +13.7% |
| 3M | +6.3% | -0.9% | +7.3% | +6.1% |
| 6M | +18.7% | +15.2% | +3.5% | +15.5% |
| YTD | +30.1% | -13.1% | +43.2% | +32.0% |
| 1Y | +32.8% | -22.4% | +55.2% | +37.3% |
| 3Y | +133.6% | -35.3% | +168.9% | +145.7% |
| All | +82.7% | -33.2% | +116.0% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling