+1,081.0%
CL vs VTR
+1,499.7%
-418.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.2% |
| 7D | -2.2% | -1.7% | -0.5% | -2.0% |
| 30D | -4.8% | -2.4% | -2.4% | -4.6% |
| 3M | +4.9% | +14.8% | -9.9% | +3.1% |
| 6M | -5.7% | +5.3% | -11.1% | -6.4% |
| YTD | +14.4% | +18.1% | -3.7% | +11.9% |
| 1Y | +8.7% | +36.7% | -28.0% | +4.4% |
| 3Y | +30.0% | +130.1% | -100.1% | +16.7% |
| 5Y | +28.4% | +89.5% | -61.1% | +17.0% |
| 10Y | +50.1% | +87.4% | -37.3% | +31.1% |
| All | +1,081.0% | +1,499.7% | -418.7% | +796.5% |
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 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