+392.5%
VNQ vs CP
+2,243.4%
-1,850.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.3% | -2.7% | +1.4% | +0.1% |
| 30D | -2.9% | +0.2% | -3.1% | -3.1% |
| 3M | +0.8% | +2.6% | -1.8% | -0.8% |
| 6M | +2.5% | +6.0% | -3.5% | -1.1% |
| YTD | +10.6% | +24.9% | -14.3% | -2.3% |
| 1Y | +9.1% | +20.1% | -11.0% | -1.9% |
| 3Y | +31.0% | +16.4% | +14.6% | +17.1% |
| 5Y | +4.9% | +31.7% | -26.8% | -13.9% |
| 10Y | +59.5% | +223.9% | -164.4% | -23.8% |
| All | +392.5% | +2,243.4% | -1,850.9% | -18.6% |
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