+174.6%
CVE vs VNQ
+64.0%
+110.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.3% |
| 7D | +2.3% | -1.3% | +3.6% | +3.3% |
| 30D | +9.7% | -2.6% | +12.3% | +11.9% |
| 3M | +16.9% | -2.0% | +18.9% | +18.2% |
| 6M | +41.4% | +4.3% | +37.0% | +34.6% |
| YTD | +98.0% | +9.2% | +88.8% | +81.4% |
| 1Y | +98.2% | +5.6% | +92.6% | +86.5% |
| 3Y | +77.9% | +30.8% | +47.1% | +35.7% |
| 5Y | +341.6% | +8.0% | +333.6% | +293.2% |
| All | +174.6% | +64.0% | +110.6% | +100.1% |
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