+18.0%
CI vs VTR
+22.5%
-4.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +2.4% |
| 7D | +3.5% | +10.0% | -6.5% | -0.2% |
| 30D | +12.6% | +9.6% | +2.9% | +8.8% |
| 3M | +12.1% | -1.2% | +13.3% | +12.4% |
| 6M | +10.6% | +2.8% | +7.8% | +8.2% |
| YTD | +12.8% | +17.4% | -4.5% | +6.3% |
| 1Y | +18.0% | +22.0% | -4.0% | +4.5% |
| All | +18.0% | +22.5% | -4.5% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling