+5.8%
VNQ vs CF
+120.6%
-114.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +1.9% | -3.2% | +5.1% | +2.1% |
| 30D | +7.9% | +4.3% | +3.6% | +7.5% |
| 3M | -1.5% | +2.8% | -4.3% | -1.9% |
| 6M | +0.3% | +0.6% | -0.3% | -0.1% |
| YTD | +11.3% | +56.6% | -45.4% | +4.2% |
| 1Y | +11.8% | +49.6% | -37.8% | +5.3% |
| 3Y | +40.8% | +61.5% | -20.7% | +29.3% |
| All | +5.8% | +120.6% | -114.7% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 5y: compounded portfolio wealth divided by compounded CF 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…
5y analysis · Full analysis span regression · 6 months rolling