+40.1%
CSGP vs VNQ
+57.8%
-17.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | -5.1% | -0.4% | -4.7% | -4.8% |
| 30D | +0.3% | -2.5% | +2.9% | +2.4% |
| 3M | -9.1% | +1.4% | -10.5% | -9.6% |
| 6M | -37.3% | +4.6% | -41.8% | -39.3% |
| YTD | -54.9% | +10.5% | -65.4% | -58.1% |
| 1Y | -65.5% | +8.4% | -73.9% | -67.5% |
| 3Y | -63.3% | +32.4% | -95.7% | -70.1% |
| 5Y | -65.8% | +5.5% | -71.3% | -67.3% |
| 10Y | +40.1% | +59.1% | -19.0% | +5.5% |
| All | +40.1% | +57.8% | -17.7% | +5.5% |
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 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