+5,923.7%
SPG vs CPB
+190.4%
+5,733.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.2% |
| 7D | +5.1% | +3.3% | +1.8% | +4.4% |
| 30D | +16.8% | +19.0% | -2.2% | +12.8% |
| 3M | +5.7% | +0.4% | +5.2% | +5.2% |
| 6M | +17.8% | +13.0% | +4.8% | +14.4% |
| YTD | +30.1% | -12.7% | +42.8% | +32.5% |
| 1Y | +32.8% | -20.9% | +53.7% | +37.8% |
| 3Y | +137.2% | -35.4% | +172.6% | +153.6% |
| 5Y | +81.5% | -32.3% | +113.7% | +90.4% |
| 10Y | +116.5% | -40.5% | +157.1% | +124.1% |
| All | +5,923.7% | +190.4% | +5,733.3% | +4,757.9% |
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