+89.6%
CL vs VNQ
+83.2%
+6.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.2% | +0.8% | +2.4% | +2.9% |
| 30D | +8.0% | +6.8% | +1.3% | +4.9% |
| 3M | +7.9% | -1.3% | +9.2% | +8.5% |
| 6M | +14.7% | +2.4% | +12.4% | +13.5% |
| YTD | +29.2% | +12.1% | +17.0% | +22.6% |
| 1Y | +29.5% | +12.0% | +17.5% | +23.0% |
| 3Y | +40.7% | +44.8% | -4.1% | +17.9% |
| 5Y | +43.9% | +6.9% | +37.0% | +37.3% |
| All | +89.6% | +83.2% | +6.4% | +34.4% |
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