+100.6%
CB vs VTR
+101.5%
-0.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.6% |
| 7D | -1.5% | +3.2% | -4.7% | -2.3% |
| 30D | +6.5% | +9.1% | -2.6% | +4.1% |
| 3M | +4.1% | -3.6% | +7.6% | +4.9% |
| 6M | +14.4% | +3.8% | +10.6% | +13.1% |
| YTD | +17.5% | +17.8% | -0.3% | +12.5% |
| 1Y | +27.5% | +20.5% | +7.0% | +21.4% |
| 3Y | +71.6% | +132.4% | -60.8% | +39.0% |
| 5Y | +100.6% | +99.9% | +0.8% | +69.5% |
| All | +100.6% | +101.5% | -0.9% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling