+216.7%
CTVA vs VNQ
+41.7%
+175.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.2% |
| 7D | -4.5% | -1.3% | -3.2% | -3.7% |
| 30D | +11.3% | -2.6% | +13.9% | +13.2% |
| 3M | +12.3% | -2.0% | +14.3% | +13.7% |
| 6M | +7.2% | +4.3% | +2.9% | +3.7% |
| YTD | +26.0% | +9.2% | +16.8% | +18.0% |
| 1Y | +16.0% | +5.6% | +10.4% | +11.1% |
| 3Y | +73.9% | +30.8% | +43.1% | +42.1% |
| 5Y | +103.8% | +8.0% | +95.8% | +87.4% |
| All | +216.7% | +41.7% | +175.0% | +152.2% |
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