+4,752.2%
CMI vs VNQ
+386.3%
+4,366.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.7% |
| 7D | -0.7% | -1.3% | +0.6% | +0.2% |
| 30D | -12.4% | -2.6% | -9.8% | -10.9% |
| 3M | -14.8% | -2.0% | -12.8% | -14.1% |
| 6M | +0.8% | +4.3% | -3.5% | -2.8% |
| YTD | +10.2% | +9.2% | +1.0% | +3.0% |
| 1Y | +37.4% | +5.6% | +31.8% | +31.3% |
| 3Y | +153.3% | +30.8% | +122.4% | +107.2% |
| 5Y | +167.6% | +8.0% | +159.6% | +146.8% |
| 10Y | +514.4% | +63.7% | +450.7% | +301.1% |
| All | +4,752.2% | +386.3% | +4,366.0% | +1,349.9% |
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