+1,262.8%
CMS vs VNQ
+392.5%
+870.3%
-51.8%
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% | +0.1% |
| 7D | +0.4% | -1.3% | +1.6% | +0.9% |
| 30D | -3.6% | -2.9% | -0.7% | -2.4% |
| 3M | -1.9% | +0.8% | -2.7% | -2.2% |
| 6M | -11.0% | +2.5% | -13.4% | -11.8% |
| YTD | +0.2% | +10.6% | -10.4% | -3.9% |
| 1Y | -1.3% | +9.1% | -10.4% | -4.8% |
| 3Y | +35.9% | +31.0% | +4.9% | +21.1% |
| 5Y | +23.1% | +4.9% | +18.2% | +19.2% |
| 10Y | +117.9% | +59.5% | +58.5% | +77.9% |
| All | +1,262.8% | +392.5% | +870.3% | +575.6% |
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