+4,013.6%
CMG vs VNQ
+252.5%
+3,761.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -2.1% | -1.3% | -0.8% | -1.4% |
| 30D | +10.9% | -2.6% | +13.5% | +12.4% |
| 3M | +15.8% | -2.0% | +17.9% | +16.9% |
| 6M | +6.9% | +4.3% | +2.6% | +4.5% |
| YTD | -2.2% | +9.2% | -11.4% | -6.6% |
| 1Y | -7.1% | +5.6% | -12.7% | -9.8% |
| 3Y | -7.1% | +30.8% | -38.0% | -20.1% |
| 5Y | -4.8% | +8.0% | -12.8% | -9.6% |
| 10Y | +324.3% | +63.7% | +260.6% | +220.6% |
| All | +4,013.6% | +252.5% | +3,761.2% | +1,998.0% |
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