+18.0%
SPG vs CRL
+66.2%
-48.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | -2.7% | -4.6% | +1.9% | -2.3% |
| 30D | -7.3% | +0.5% | -7.8% | -7.3% |
| 3M | -3.5% | +46.6% | -50.1% | -7.0% |
| 6M | +8.5% | +57.3% | -48.8% | +3.5% |
| YTD | +13.0% | +39.5% | -26.5% | +8.2% |
| 1Y | +18.0% | +76.9% | -58.8% | +10.4% |
| All | +18.0% | +66.2% | -48.1% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling