+392.1%
VNQ vs CPB
+61.9%
+330.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.8% |
| 7D | -0.4% | -8.2% | +7.8% | +2.6% |
| 30D | -2.5% | -5.6% | +3.1% | -0.7% |
| 3M | +1.4% | +3.0% | -1.6% | -0.5% |
| 6M | +4.6% | -12.7% | +17.3% | +8.8% |
| YTD | +10.5% | -18.0% | +28.5% | +17.2% |
| 1Y | +8.4% | -31.7% | +40.1% | +23.0% |
| 3Y | +32.4% | -41.0% | +73.4% | +55.5% |
| 5Y | +5.5% | -38.4% | +43.9% | +18.7% |
| 10Y | +59.1% | -45.0% | +104.0% | +76.4% |
| All | +392.1% | +61.9% | +330.2% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling