+99.5%
CFG vs VNQ
+5.5%
+94.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +1.2% |
| 7D | -1.7% | -2.6% | +0.9% | +0.7% |
| 30D | -4.6% | -2.3% | -2.3% | -2.6% |
| 3M | +7.9% | -2.8% | +10.7% | +10.5% |
| 6M | +19.9% | +2.5% | +17.4% | +16.8% |
| YTD | +21.7% | +8.4% | +13.2% | +12.5% |
| 1Y | +38.4% | +6.8% | +31.7% | +29.8% |
| 3Y | +187.0% | +29.9% | +157.1% | +123.0% |
| 5Y | +99.5% | +7.2% | +92.3% | +83.6% |
| All | +99.5% | +5.5% | +94.0% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling