+1,259.4%
CB vs VNQ
+392.5%
+866.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.6% |
| 7D | +0.5% | -1.3% | +1.7% | +1.2% |
| 30D | -3.1% | -2.9% | -0.2% | -1.6% |
| 3M | +9.0% | +0.8% | +8.2% | +8.5% |
| 6M | +2.9% | +2.5% | +0.4% | +1.4% |
| YTD | +10.1% | +10.6% | -0.5% | +4.1% |
| 1Y | +22.8% | +9.1% | +13.7% | +16.9% |
| 3Y | +73.8% | +31.0% | +42.8% | +47.7% |
| 5Y | +99.2% | +4.9% | +94.3% | +88.2% |
| 10Y | +218.2% | +59.5% | +158.8% | +139.5% |
| All | +1,259.4% | +392.5% | +866.9% | +407.7% |
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