+822.2%
CNP vs VNQ
+392.1%
+430.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +1.6% | -0.4% | +2.0% | +1.8% |
| 30D | -0.8% | -2.5% | +1.8% | +0.4% |
| 3M | -3.6% | +1.4% | -4.9% | -4.2% |
| 6M | -6.9% | +4.6% | -11.5% | -8.9% |
| YTD | +6.4% | +10.5% | -4.1% | +1.6% |
| 1Y | +9.9% | +8.4% | +1.6% | +5.9% |
| 3Y | +53.1% | +32.4% | +20.7% | +33.8% |
| 5Y | +72.0% | +5.5% | +66.5% | +65.5% |
| 10Y | +131.5% | +59.1% | +72.4% | +91.1% |
| All | +822.2% | +392.1% | +430.2% | +315.1% |
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