+62.2%
SPG vs CRL
+241.6%
-179.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.8% | +2.0% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | -4.9% | +5.0% | -9.9% | -6.5% |
| 3M | +3.3% | +50.6% | -47.3% | -9.7% |
| 6M | +11.2% | +60.9% | -49.7% | -6.1% |
| YTD | +17.1% | +40.7% | -23.7% | +2.5% |
| 1Y | +21.6% | +73.3% | -51.7% | -1.6% |
| 3Y | +111.9% | +40.6% | +71.3% | +72.6% |
| 5Y | +106.9% | -37.0% | +143.9% | +125.2% |
| 10Y | +62.2% | +244.3% | -182.1% | -19.4% |
| All | +62.2% | +241.6% | -179.4% | -19.4% |
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