+135.5%
CVE vs VNQ
+82.3%
+53.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | -10.0% | +2.2% | -12.2% | -11.7% |
| 30D | -11.9% | +7.1% | -18.9% | -16.9% |
| 3M | -5.9% | +0.8% | -6.8% | -7.2% |
| 6M | -1.6% | +2.2% | -3.8% | -4.6% |
| YTD | +66.3% | +12.8% | +53.4% | +47.5% |
| 1Y | +57.5% | +11.7% | +45.8% | +40.9% |
| 3Y | +65.4% | +44.5% | +20.9% | +15.3% |
| 5Y | +144.2% | +7.6% | +136.5% | +118.4% |
| 10Y | +135.5% | +85.2% | +50.3% | +76.0% |
| All | +135.5% | +82.3% | +53.2% | +76.0% |
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