+89.6%
CL vs VTR
+130.3%
-40.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | +8.0% | +5.5% | +2.6% | +7.1% |
| 3M | +7.9% | -0.9% | +8.8% | +8.0% |
| 6M | +14.7% | -0.4% | +15.1% | +14.7% |
| YTD | +29.2% | +17.0% | +12.1% | +25.7% |
| 1Y | +29.5% | +18.0% | +11.6% | +25.9% |
| 3Y | +40.7% | +127.4% | -86.7% | +23.0% |
| 5Y | +43.9% | +92.3% | -48.4% | +27.5% |
| All | +89.6% | +130.3% | -40.7% | +64.3% |
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 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