+89.9%
CVE vs VNQ
+333.4%
-243.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.8% |
| 7D | +2.5% | -1.3% | +3.8% | +3.5% |
| 30D | +16.7% | -2.9% | +19.7% | +19.3% |
| 3M | +9.3% | +0.8% | +8.5% | +7.9% |
| 6M | +43.6% | +2.5% | +41.1% | +38.9% |
| YTD | +93.6% | +10.6% | +83.0% | +76.0% |
| 1Y | +98.8% | +9.1% | +89.7% | +82.4% |
| 3Y | +73.6% | +31.0% | +42.6% | +33.8% |
| 5Y | +312.5% | +4.9% | +307.6% | +277.1% |
| 10Y | +161.0% | +59.5% | +101.6% | +76.5% |
| All | +89.9% | +333.4% | -243.5% | -38.0% |
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 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