+7.2%
VNQ vs CPB
-40.6%
+47.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | 0.0% |
| 7D | -2.6% | -5.4% | +2.7% | -1.6% |
| 30D | -2.3% | -7.8% | +5.5% | -0.9% |
| 3M | -2.8% | -6.9% | +4.1% | -1.8% |
| 6M | +2.5% | -12.2% | +14.7% | +4.6% |
| YTD | +8.4% | -21.1% | +29.5% | +12.9% |
| 1Y | +6.8% | -33.5% | +40.3% | +15.2% |
| 3Y | +29.9% | -43.2% | +73.1% | +43.6% |
| 5Y | +7.2% | -40.9% | +48.1% | +15.3% |
| All | +7.2% | -40.6% | +47.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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