+67.5%
CVE vs VNQ
+341.7%
-274.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | +0.1% | -1.0% | +1.1% | +0.9% |
| 30D | -10.8% | +6.2% | -17.0% | -15.3% |
| 3M | -4.3% | +1.5% | -5.9% | -6.1% |
| 6M | -1.5% | +2.1% | -3.6% | -4.3% |
| YTD | +70.7% | +12.8% | +58.0% | +52.1% |
| 1Y | +58.1% | +10.4% | +47.7% | +43.3% |
| 3Y | +69.8% | +44.4% | +25.5% | +20.7% |
| 5Y | +148.9% | +7.4% | +141.5% | +122.4% |
| 10Y | +143.5% | +84.0% | +59.6% | +47.2% |
| All | +67.5% | +341.7% | -274.3% | -46.4% |
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