+79.6%
CME vs VNQ
+7.0%
+72.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -1.6% | -1.3% | -0.3% | -1.2% |
| 30D | +5.6% | -2.6% | +8.2% | +6.5% |
| 3M | +5.6% | -2.0% | +7.6% | +6.2% |
| 6M | -8.3% | +4.3% | -12.6% | -9.6% |
| YTD | +4.3% | +9.2% | -4.9% | +1.3% |
| 1Y | +9.1% | +5.6% | +3.5% | +7.0% |
| 3Y | +52.1% | +30.8% | +21.2% | +37.2% |
| All | +79.6% | +7.0% | +72.6% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling