+60.9%
CAG vs VNQ
+386.3%
-325.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -5.7% | -1.3% | -4.4% | -5.4% |
| 30D | -2.4% | -2.6% | +0.2% | -1.7% |
| 3M | +9.8% | -2.0% | +11.8% | +10.5% |
| 6M | -10.8% | +4.3% | -15.2% | -11.7% |
| YTD | -10.8% | +9.2% | -20.0% | -12.7% |
| 1Y | -19.0% | +5.6% | -24.6% | -20.0% |
| 3Y | -39.7% | +30.8% | -70.5% | -43.7% |
| 5Y | -43.0% | +8.0% | -51.0% | -44.6% |
| 10Y | -36.0% | +63.7% | -99.7% | -44.4% |
| All | +60.9% | +386.3% | -325.4% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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