+392.5%
VNQ vs CRL
+525.8%
-133.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | -1.3% | -1.0% | -0.2% | -1.0% |
| 30D | -2.9% | +10.7% | -13.6% | -6.2% |
| 3M | +0.8% | +55.3% | -54.5% | -13.4% |
| 6M | +2.5% | +60.7% | -58.2% | -14.3% |
| YTD | +10.6% | +44.6% | -34.0% | -4.9% |
| 1Y | +9.1% | +77.7% | -68.7% | -13.3% |
| 3Y | +31.0% | +37.6% | -6.6% | +6.0% |
| 5Y | +4.9% | -35.8% | +40.7% | +8.8% |
| 10Y | +59.5% | +241.7% | -182.3% | -21.5% |
| All | +392.5% | +525.8% | -133.3% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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