+2,953.7%
CLS vs VTR
+100.2%
+2,853.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.0% |
| 7D | +5.0% | -1.8% | +6.8% | +5.6% |
| 30D | +4.8% | +4.0% | +0.8% | +3.2% |
| 3M | -10.4% | +7.8% | -18.2% | -14.0% |
| 6M | +20.8% | +6.4% | +14.5% | +15.4% |
| YTD | +10.0% | +18.3% | -8.3% | +0.7% |
| 1Y | +28.5% | +33.9% | -5.4% | +11.2% |
| 3Y | +1,292.2% | +134.3% | +1,157.9% | +820.4% |
| 5Y | +3,616.8% | +90.3% | +3,526.5% | +2,538.3% |
| All | +2,953.7% | +100.2% | +2,853.5% | +1,603.3% |
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