+2,074.6%
CI vs VTR
+1,510.6%
+564.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.3% |
| 7D | +2.6% | +3.8% | -1.2% | +1.8% |
| 30D | +7.3% | +10.1% | -2.8% | +5.0% |
| 3M | +9.5% | -1.2% | +10.6% | +9.7% |
| 6M | +6.4% | +4.8% | +1.7% | +5.1% |
| YTD | +12.0% | +18.9% | -6.9% | +7.4% |
| 1Y | +20.1% | +21.8% | -1.8% | +14.5% |
| 3Y | +9.6% | +132.0% | -122.4% | -10.9% |
| 5Y | +52.7% | +94.7% | -41.9% | +27.3% |
| 10Y | +150.3% | +136.8% | +13.4% | +85.8% |
| All | +2,074.6% | +1,510.6% | +564.0% | +1,088.3% |
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 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