+309.0%
CFG vs VNQ
+64.0%
+245.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.5% |
| 7D | -0.4% | -1.3% | +0.8% | +0.8% |
| 30D | -4.6% | -2.6% | -2.1% | -2.2% |
| 3M | +6.7% | -2.0% | +8.7% | +8.6% |
| 6M | +22.1% | +4.3% | +17.8% | +16.7% |
| YTD | +23.2% | +9.2% | +14.0% | +12.3% |
| 1Y | +40.3% | +5.6% | +34.7% | +32.3% |
| 3Y | +187.9% | +30.8% | +157.0% | +118.4% |
| 5Y | +102.0% | +8.0% | +94.0% | +84.1% |
| All | +309.0% | +64.0% | +245.0% | +168.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling