+6,300.1%
CRM vs VNQ
+386.3%
+5,913.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | -4.4% | -1.3% | -3.2% | -3.7% |
| 30D | +28.1% | -2.6% | +30.7% | +30.1% |
| 3M | +48.8% | -2.0% | +50.8% | +50.8% |
| 6M | +28.3% | +4.3% | +23.9% | +24.3% |
| YTD | -6.0% | +9.2% | -15.2% | -11.6% |
| 1Y | +1.4% | +5.6% | -4.2% | -2.8% |
| 3Y | +11.8% | +30.8% | -19.0% | -7.1% |
| 5Y | -2.0% | +8.0% | -10.0% | -7.6% |
| 10Y | +239.6% | +63.7% | +175.9% | +144.1% |
| All | +6,300.1% | +386.3% | +5,913.9% | +2,430.5% |
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