+1,980.9%
CLS vs VTR
+92.3%
+1,888.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.3% |
| 7D | +16.3% | +0.2% | +16.1% | +16.3% |
| 30D | -25.7% | +5.5% | -31.1% | -26.5% |
| 3M | -30.9% | -0.9% | -29.9% | -30.8% |
| 6M | -35.5% | -0.4% | -35.1% | -36.0% |
| YTD | -18.7% | +17.0% | -35.7% | -23.7% |
| 1Y | -17.9% | +18.0% | -35.9% | -23.2% |
| 3Y | +838.1% | +127.4% | +710.7% | +545.0% |
| All | +1,980.9% | +92.3% | +1,888.6% | +1,388.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling