+3,231.7%
CLS vs VTR
+2,342.8%
+888.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.4% |
| 7D | +4.6% | -1.7% | +6.2% | +5.1% |
| 30D | -13.9% | -2.4% | -11.5% | -13.3% |
| 3M | -26.6% | +14.8% | -41.4% | -30.4% |
| 6M | +15.4% | +5.3% | +10.1% | +11.9% |
| YTD | +5.7% | +18.1% | -12.4% | -1.1% |
| 1Y | +41.1% | +36.7% | +4.4% | +25.9% |
| 3Y | +1,228.6% | +130.1% | +1,098.5% | +892.1% |
| 5Y | +3,240.6% | +89.5% | +3,151.1% | +2,521.7% |
| 10Y | +2,760.3% | +87.4% | +2,673.0% | +1,988.0% |
| All | +3,231.7% | +2,342.8% | +888.9% | +1,181.9% |
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 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