+1,273.1%
CI vs VNQ
+392.5%
+880.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | +1.3% | -1.3% | +2.6% | +2.0% |
| 30D | +4.4% | -2.9% | +7.4% | +6.1% |
| 3M | +0.7% | +0.8% | -0.1% | +0.2% |
| 6M | +0.3% | +2.5% | -2.1% | -1.0% |
| YTD | +3.8% | +10.6% | -6.8% | -1.9% |
| 1Y | -5.5% | +9.1% | -14.6% | -10.0% |
| 3Y | +8.1% | +31.0% | -22.9% | -8.2% |
| 5Y | +42.8% | +4.9% | +37.9% | +34.8% |
| 10Y | +143.9% | +59.5% | +84.4% | +82.2% |
| All | +1,273.1% | +392.5% | +880.6% | +311.7% |
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