+1,212.4%
CL vs VTR
+1,510.6%
-298.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | 0.0% |
| 7D | +2.6% | +3.8% | -1.2% | +2.1% |
| 30D | +11.8% | +10.1% | +1.6% | +10.4% |
| 3M | +5.9% | -1.2% | +7.1% | +6.0% |
| 6M | +13.3% | +4.8% | +8.6% | +12.6% |
| YTD | +27.1% | +18.9% | +8.2% | +24.3% |
| 1Y | +28.0% | +21.8% | +6.2% | +24.7% |
| 3Y | +39.4% | +132.0% | -92.6% | +25.1% |
| 5Y | +40.8% | +94.7% | -53.9% | +27.9% |
| 10Y | +84.9% | +136.8% | -52.0% | +57.3% |
| All | +1,212.4% | +1,510.6% | -298.2% | +895.3% |
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