+399.1%
VNQ vs CP
+2,313.9%
-1,914.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +0.8% | +2.1% | -1.4% | -0.3% |
| 30D | +6.8% | +9.3% | -2.6% | +1.9% |
| 3M | -1.3% | +0.5% | -1.8% | -1.8% |
| 6M | +2.4% | +10.4% | -8.0% | -3.2% |
| YTD | +12.1% | +28.7% | -16.6% | -2.6% |
| 1Y | +12.0% | +33.2% | -21.2% | -4.5% |
| 3Y | +44.8% | +38.4% | +6.3% | +18.1% |
| 5Y | +6.9% | +26.2% | -19.3% | -10.2% |
| 10Y | +82.9% | +258.4% | -175.5% | -17.1% |
| All | +399.1% | +2,313.9% | -1,914.8% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling