+320.2%
CVE vs VNQ
+5.2%
+315.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | +2.5% | -1.3% | +3.8% | +3.1% |
| 30D | +16.7% | -2.9% | +19.7% | +18.3% |
| 3M | +9.3% | +0.8% | +8.5% | +8.3% |
| 6M | +43.6% | +2.5% | +41.1% | +40.5% |
| YTD | +93.6% | +10.6% | +83.0% | +81.4% |
| 1Y | +98.8% | +9.1% | +89.7% | +87.5% |
| 3Y | +73.6% | +31.0% | +42.6% | +45.6% |
| All | +320.2% | +5.2% | +315.0% | +319.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling