+548.2%
CL vs VNQ
+392.1%
+156.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | -5.2% | -2.5% | -2.7% | -4.5% |
| 3M | +3.3% | +1.4% | +1.9% | +2.9% |
| 6M | -4.4% | +4.6% | -8.9% | -5.6% |
| YTD | +13.9% | +10.5% | +3.4% | +10.7% |
| 1Y | +7.6% | +8.4% | -0.8% | +5.2% |
| 3Y | +29.6% | +32.4% | -2.8% | +18.9% |
| 5Y | +28.1% | +5.5% | +22.6% | +24.4% |
| 10Y | +53.4% | +59.1% | -5.7% | +31.6% |
| All | +548.2% | +392.1% | +156.1% | +295.6% |
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 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