+223.5%
CB vs VTR
+87.8%
+135.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -0.5% | -2.9% | +2.4% | +0.4% |
| 30D | -3.1% | -2.8% | -0.3% | -2.3% |
| 3M | +4.2% | +9.0% | -4.8% | +1.3% |
| 6M | +4.7% | +5.0% | -0.2% | +2.9% |
| YTD | +8.8% | +16.9% | -8.1% | +3.3% |
| 1Y | +22.6% | +34.3% | -11.7% | +11.4% |
| 3Y | +70.6% | +131.6% | -61.0% | +29.0% |
| 5Y | +99.4% | +88.0% | +11.4% | +58.1% |
| 10Y | +223.5% | +97.8% | +125.7% | +127.7% |
| All | +223.5% | +87.8% | +135.7% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling