+2,944.2%
SPG vs CRL
+1,379.5%
+1,564.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | -2.4% | -1.0% | -1.4% | -2.1% |
| 30D | -6.8% | +10.7% | -17.5% | -9.5% |
| 3M | +2.7% | +55.3% | -52.6% | -9.5% |
| 6M | +5.5% | +60.7% | -55.2% | -9.0% |
| YTD | +15.7% | +44.6% | -28.9% | +2.2% |
| 1Y | +20.9% | +77.7% | -56.9% | 0.0% |
| 3Y | +112.4% | +37.6% | +74.8% | +79.5% |
| 5Y | +101.4% | -35.8% | +137.2% | +105.2% |
| 10Y | +60.6% | +241.7% | -181.1% | -0.2% |
| All | +2,944.2% | +1,379.5% | +1,564.7% | +1,387.4% |
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 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