+3,255.7%
SPG vs CRL
+1,630.9%
+1,624.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.8% | -7.0% | -1.3% |
| 7D | +4.9% | -6.1% | +11.0% | +6.3% |
| 30D | +15.6% | +12.4% | +3.2% | +11.3% |
| 3M | +4.1% | +27.1% | -23.0% | -3.4% |
| 6M | +13.6% | +85.7% | -72.2% | -5.9% |
| YTD | +27.5% | +69.2% | -41.7% | +7.0% |
| 1Y | +32.2% | +97.5% | -65.3% | +6.0% |
| 3Y | +126.0% | +86.1% | +39.9% | +74.3% |
| 5Y | +74.7% | -10.0% | +84.8% | +61.5% |
| 10Y | +112.8% | +395.0% | -282.1% | +19.4% |
| All | +3,255.7% | +1,630.9% | +1,624.8% | +1,457.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling