+6.6%
VNQ vs CP
+30.0%
-23.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.6% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | -2.2% | -0.5% | -1.7% | -2.1% |
| 3M | -1.9% | +0.1% | -2.0% | -2.2% |
| 6M | +3.2% | +7.8% | -4.6% | -0.3% |
| YTD | +9.4% | +22.9% | -13.5% | -0.3% |
| 1Y | +7.5% | +21.3% | -13.8% | -1.6% |
| 3Y | +31.1% | +20.4% | +10.7% | +17.6% |
| 5Y | +6.6% | +34.9% | -28.4% | -10.3% |
| All | +6.6% | +30.0% | -23.4% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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