+40.0%
CVS vs VNQ
+64.0%
-24.0%
-56.8%
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% | -1.0% |
| 7D | -2.2% | -1.3% | -0.9% | -1.6% |
| 30D | -0.1% | -2.6% | +2.5% | +1.2% |
| 3M | -5.2% | -2.0% | -3.2% | -4.3% |
| 6M | +26.9% | +4.3% | +22.6% | +24.2% |
| YTD | +22.1% | +9.2% | +12.8% | +16.7% |
| 1Y | +30.8% | +5.6% | +25.2% | +27.1% |
| 3Y | +54.4% | +30.8% | +23.5% | +33.0% |
| 5Y | +33.4% | +8.0% | +25.4% | +25.2% |
| All | +40.0% | +64.0% | -24.0% | +5.7% |
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