+11.7%
CMI vs VTR
+22.5%
-10.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.5% | -8.2% | -5.2% |
| 7D | -11.2% | +10.0% | -21.2% | -9.3% |
| 30D | -9.8% | +9.6% | -19.5% | -7.9% |
| 3M | -25.5% | -1.2% | -24.3% | -25.8% |
| 6M | -27.7% | +2.8% | -30.5% | -25.3% |
| YTD | -6.6% | +17.4% | -24.0% | +1.2% |
| 1Y | +11.7% | +22.0% | -10.3% | +25.0% |
| All | +11.7% | +22.5% | -10.8% | +25.0% |
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