+62.6%
CVE vs VNQ
+343.0%
-280.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.8% |
| 7D | -10.1% | +2.4% | -12.4% | -11.9% |
| 30D | -12.1% | +7.3% | -19.4% | -17.2% |
| 3M | -1.9% | -0.3% | -1.6% | -2.3% |
| 6M | -1.8% | +2.5% | -4.3% | -5.0% |
| YTD | +65.8% | +13.1% | +52.7% | +47.4% |
| 1Y | +60.8% | +11.9% | +48.9% | +44.2% |
| 3Y | +70.1% | +46.2% | +24.0% | +19.8% |
| 5Y | +134.8% | +7.4% | +127.4% | +109.9% |
| 10Y | +130.1% | +82.5% | +47.6% | +39.9% |
| All | +62.6% | +343.0% | -280.4% | -48.1% |
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 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