+1,785.1%
CNQ vs VNQ
+386.3%
+1,398.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | +0.1% | -1.3% | +1.4% | +0.9% |
| 30D | +6.2% | -2.6% | +8.8% | +7.8% |
| 3M | +12.4% | -2.0% | +14.4% | +13.4% |
| 6M | +9.0% | +4.3% | +4.7% | +5.2% |
| YTD | +52.2% | +9.2% | +43.0% | +42.6% |
| 1Y | +65.0% | +5.6% | +59.4% | +57.6% |
| 3Y | +78.8% | +30.8% | +48.0% | +46.9% |
| 5Y | +286.0% | +8.0% | +278.0% | +254.4% |
| 10Y | +420.7% | +63.7% | +357.0% | +282.0% |
| All | +1,785.1% | +386.3% | +1,398.8% | +586.3% |
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 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