+153.7%
VNQ vs CG
+323.7%
-170.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | 0.0% |
| 7D | -0.9% | -6.4% | +5.6% | +0.8% |
| 30D | -2.2% | -7.1% | +4.8% | -0.5% |
| 3M | -1.9% | -1.6% | -0.4% | -2.0% |
| 6M | +3.2% | -8.3% | +11.6% | +4.7% |
| YTD | +9.4% | -23.8% | +33.2% | +15.9% |
| 1Y | +7.5% | -28.7% | +36.3% | +15.5% |
| 3Y | +31.1% | +49.2% | -18.1% | +10.3% |
| 5Y | +6.6% | +5.5% | +1.0% | -4.9% |
| 10Y | +63.9% | +331.2% | -267.3% | +5.8% |
| All | +153.7% | +323.7% | -170.0% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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