+58.0%
CL vs VTR
+88.8%
-30.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.4% | -2.4% | +1.0% | -1.0% |
| 30D | -5.2% | -3.7% | -1.5% | -4.6% |
| 3M | +3.3% | +13.5% | -10.2% | +1.1% |
| 6M | -4.4% | +7.2% | -11.6% | -5.6% |
| YTD | +13.9% | +17.6% | -3.7% | +10.8% |
| 1Y | +7.6% | +35.4% | -27.8% | +2.3% |
| 3Y | +29.6% | +132.8% | -103.3% | +12.7% |
| 5Y | +28.1% | +88.7% | -60.6% | +13.7% |
| All | +58.0% | +88.8% | -30.8% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling