+70.1%
CB vs VTR
+131.6%
-61.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -0.6% | -2.4% | +1.8% | -0.1% |
| 30D | -3.9% | -3.7% | -0.2% | -3.1% |
| 3M | +4.9% | +13.5% | -8.6% | +2.2% |
| 6M | +3.3% | +7.2% | -3.9% | +1.6% |
| YTD | +8.5% | +17.6% | -9.1% | +4.9% |
| 1Y | +22.1% | +35.4% | -13.3% | +14.6% |
| 3Y | +70.1% | +132.8% | -62.7% | +52.3% |
| All | +70.1% | +131.6% | -61.5% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling