+116.5%
SPG vs CRL
+400.8%
-284.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.7% | +0.6% |
| 7D | +5.1% | +4.4% | +0.7% | +3.4% |
| 30D | +16.8% | +17.1% | -0.2% | +10.6% |
| 3M | +5.7% | +32.1% | -26.4% | -4.0% |
| 6M | +17.8% | +98.9% | -81.1% | -6.7% |
| YTD | +30.1% | +77.1% | -47.0% | +5.2% |
| 1Y | +32.8% | +110.3% | -77.5% | +1.2% |
| 3Y | +137.2% | +108.5% | +28.7% | +67.7% |
| 5Y | +81.5% | -7.9% | +89.3% | +72.3% |
| 10Y | +116.5% | +368.9% | -252.4% | -1.6% |
| All | +116.5% | +400.8% | -284.3% | -1.6% |
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