+110.6%
SPG vs CRL
+356.6%
-246.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +2.7% | +5.0% | -2.3% | +1.1% |
| 30D | +16.6% | +13.5% | +3.0% | +11.3% |
| 3M | +8.1% | +21.5% | -13.4% | +0.8% |
| 6M | +19.3% | +103.4% | -84.1% | -6.2% |
| YTD | +31.1% | +71.8% | -40.7% | +7.0% |
| 1Y | +32.8% | +97.5% | -64.7% | +3.2% |
| 3Y | +135.8% | +99.2% | +36.5% | +69.1% |
| 5Y | +85.1% | -12.1% | +97.2% | +78.8% |
| All | +110.6% | +356.6% | -246.0% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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