+5,256.9%
SPG vs CPB
+168.2%
+5,088.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.3% |
| 7D | -2.4% | -8.6% | +6.2% | -0.7% |
| 30D | -6.8% | -7.2% | +0.4% | -5.6% |
| 3M | +2.7% | +0.9% | +1.8% | +2.2% |
| 6M | +5.5% | -11.8% | +17.3% | +7.6% |
| YTD | +15.7% | -19.4% | +35.1% | +19.9% |
| 1Y | +20.9% | -30.4% | +51.2% | +28.7% |
| 3Y | +112.4% | -40.2% | +152.5% | +130.8% |
| 5Y | +101.4% | -39.5% | +140.9% | +116.5% |
| 10Y | +60.6% | -47.4% | +108.0% | +71.0% |
| All | +5,256.9% | +168.2% | +5,088.7% | +4,296.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling