+6,967.6%
CMI vs VTR
+1,502.8%
+5,464.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.2% |
| 7D | +0.8% | -1.8% | +2.6% | +1.3% |
| 30D | -12.8% | +4.0% | -16.8% | -13.8% |
| 3M | -12.4% | +7.8% | -20.3% | -14.8% |
| 6M | -0.9% | +6.4% | -7.2% | -3.5% |
| YTD | +8.9% | +18.3% | -9.5% | +2.6% |
| 1Y | +37.7% | +33.9% | +3.8% | +24.8% |
| 3Y | +148.9% | +134.3% | +14.5% | +88.8% |
| 5Y | +164.4% | +90.3% | +74.1% | +110.8% |
| 10Y | +506.9% | +100.1% | +406.8% | +324.4% |
| All | +6,967.6% | +1,502.8% | +5,464.9% | +2,847.3% |
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