+599.8%
CVS vs VNQ
+387.0%
+212.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -1.9% | -0.9% | -1.0% | -1.6% |
| 30D | -0.3% | -2.2% | +1.9% | +0.5% |
| 3M | -1.1% | -1.9% | +0.8% | -0.4% |
| 6M | +23.7% | +3.2% | +20.5% | +22.2% |
| YTD | +23.0% | +9.4% | +13.6% | +18.8% |
| 1Y | +37.2% | +7.5% | +29.6% | +33.3% |
| 3Y | +62.4% | +31.1% | +31.4% | +45.2% |
| 5Y | +31.8% | +6.6% | +25.3% | +26.2% |
| 10Y | +41.9% | +63.9% | -22.0% | +14.6% |
| All | +599.8% | +387.0% | +212.8% | +206.8% |
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