+5.6%
CNC vs VTR
+87.5%
-81.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -1.0% | +1.1% | -2.1% | -1.2% |
| 3M | +4.5% | +7.9% | -3.4% | +2.5% |
| 6M | +85.2% | +6.2% | +79.1% | +82.2% |
| YTD | +61.4% | +17.7% | +43.7% | +55.2% |
| 1Y | +94.9% | +32.9% | +62.0% | +81.8% |
| 3Y | 0.0% | +129.7% | -129.7% | -19.9% |
| All | +5.6% | +87.5% | -81.9% | -10.4% |
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