+2,463.6%
CLS vs VTR
+2,320.8%
+142.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.2% |
| 7D | +16.3% | +0.2% | +16.1% | +16.2% |
| 30D | -25.7% | +5.5% | -31.1% | -27.2% |
| 3M | -30.9% | -0.9% | -29.9% | -31.2% |
| 6M | -35.5% | -0.4% | -35.1% | -36.7% |
| YTD | -18.7% | +17.0% | -35.7% | -24.2% |
| 1Y | -17.9% | +18.0% | -35.9% | -23.7% |
| 3Y | +838.1% | +127.4% | +710.7% | +599.3% |
| 5Y | +1,971.9% | +92.3% | +1,879.6% | +1,510.5% |
| 10Y | +1,907.9% | +129.6% | +1,778.3% | +1,283.7% |
| All | +2,463.6% | +2,320.8% | +142.8% | +882.3% |
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