+5,805.1%
SPG vs CPB
+190.1%
+5,614.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | +4.9% | +8.0% | -3.1% | +3.3% |
| 30D | +15.6% | +22.4% | -6.8% | +11.0% |
| 3M | +4.1% | +2.5% | +1.5% | +3.2% |
| 6M | +13.6% | +12.2% | +1.4% | +10.5% |
| YTD | +27.5% | -12.8% | +40.4% | +29.9% |
| 1Y | +32.2% | -19.2% | +51.4% | +36.6% |
| 3Y | +126.0% | -35.6% | +161.6% | +141.7% |
| 5Y | +74.7% | -31.4% | +106.2% | +82.9% |
| 10Y | +112.8% | -37.9% | +150.8% | +117.9% |
| All | +5,805.1% | +190.1% | +5,614.9% | +4,663.1% |
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