-29.6%
CLS vs VTR
+22.5%
-52.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.5% | -11.5% | -6.8% |
| 7D | -21.1% | +10.0% | -31.2% | -13.9% |
| 30D | -38.2% | +9.6% | -47.9% | -32.7% |
| 3M | -36.3% | -1.2% | -35.1% | -35.4% |
| 6M | -43.8% | +2.8% | -46.6% | -38.3% |
| YTD | -20.0% | +17.4% | -37.4% | -12.3% |
| 1Y | -29.6% | +22.0% | -51.6% | -19.3% |
| All | -29.6% | +22.5% | -52.1% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling