+2,475.9%
CLS vs VNQ
+392.1%
+2,083.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.7% |
| 7D | +12.8% | -0.4% | +13.2% | +13.1% |
| 30D | +3.8% | -2.5% | +6.4% | +5.5% |
| 3M | -14.6% | +1.4% | -16.0% | -15.9% |
| 6M | +32.2% | +4.6% | +27.7% | +27.6% |
| YTD | +11.6% | +10.5% | +1.1% | +3.8% |
| 1Y | +35.1% | +8.4% | +26.7% | +26.9% |
| 3Y | +1,312.5% | +32.4% | +1,280.1% | +1,067.8% |
| 5Y | +3,542.1% | +5.5% | +3,536.6% | +3,371.3% |
| 10Y | +2,944.0% | +59.1% | +2,884.9% | +2,206.9% |
| All | +2,475.9% | +392.1% | +2,083.8% | +1,023.1% |
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