+362.4%
CFG vs VNQ
+113.8%
+248.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.5% |
| 7D | +1.5% | -1.3% | +2.8% | +2.7% |
| 30D | -3.8% | -2.9% | -0.9% | -1.2% |
| 3M | +11.5% | +0.8% | +10.7% | +10.4% |
| 6M | +19.2% | +2.5% | +16.7% | +16.3% |
| YTD | +23.7% | +10.6% | +13.1% | +12.3% |
| 1Y | +38.8% | +9.1% | +29.8% | +27.7% |
| 3Y | +178.9% | +31.0% | +147.9% | +116.4% |
| 5Y | +101.8% | +4.9% | +96.9% | +90.7% |
| 10Y | +317.3% | +59.5% | +257.8% | +185.2% |
| All | +362.4% | +113.8% | +248.6% | +164.0% |
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 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