+246.7%
CB vs VTR
+126.9%
+119.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.3% |
| 7D | +0.7% | +3.8% | -3.1% | -0.5% |
| 30D | +8.2% | +10.1% | -1.9% | +4.9% |
| 3M | +6.3% | -1.2% | +7.5% | +6.5% |
| 6M | +16.2% | +4.8% | +11.4% | +14.2% |
| YTD | +19.3% | +18.9% | +0.4% | +12.6% |
| 1Y | +29.2% | +21.8% | +7.4% | +20.9% |
| 3Y | +71.4% | +132.0% | -60.5% | +29.4% |
| 5Y | +104.2% | +94.7% | +9.6% | +59.9% |
| 10Y | +246.7% | +136.8% | +109.8% | +139.4% |
| All | +246.7% | +126.9% | +119.7% | +139.4% |
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