+238.9%
CRM vs VNQ
+64.0%
+174.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | -4.4% | -1.3% | -3.2% | -3.6% |
| 30D | +28.1% | -2.6% | +30.7% | +30.3% |
| 3M | +48.8% | -2.0% | +50.8% | +51.0% |
| 6M | +28.3% | +4.3% | +23.9% | +23.9% |
| YTD | -6.0% | +9.2% | -15.2% | -12.3% |
| 1Y | +1.4% | +5.6% | -4.2% | -3.3% |
| 3Y | +11.8% | +30.8% | -19.0% | -9.7% |
| 5Y | -2.0% | +8.0% | -10.0% | -8.8% |
| All | +238.9% | +64.0% | +174.9% | +145.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling