+2,838.2%
CB vs VTR
+1,499.7%
+1,338.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.4% |
| 7D | +0.5% | -1.7% | +2.2% | +0.9% |
| 30D | -3.1% | -2.4% | -0.7% | -2.6% |
| 3M | +9.0% | +14.8% | -5.8% | +5.1% |
| 6M | +2.9% | +5.3% | -2.5% | +1.3% |
| YTD | +10.1% | +18.1% | -8.0% | +5.3% |
| 1Y | +22.8% | +36.7% | -13.9% | +13.0% |
| 3Y | +73.8% | +130.1% | -56.3% | +38.8% |
| 5Y | +99.2% | +89.5% | +9.7% | +64.6% |
| 10Y | +218.2% | +87.4% | +130.9% | +145.2% |
| All | +2,838.2% | +1,499.7% | +1,338.4% | +1,430.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling