+183.3%
CFG vs VNQ
+30.9%
+152.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | +0.1% |
| 7D | -0.6% | -0.9% | +0.3% | +0.3% |
| 30D | -4.5% | -2.2% | -2.3% | -2.6% |
| 3M | +6.3% | -1.9% | +8.3% | +8.1% |
| 6M | +20.6% | +3.2% | +17.4% | +16.5% |
| YTD | +21.2% | +9.4% | +11.8% | +10.5% |
| 1Y | +38.2% | +7.5% | +30.7% | +28.1% |
| All | +183.3% | +30.9% | +152.5% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling