+269.8%
CORZ vs VTR
+100.6%
+169.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.8% | +7.3% | +8.3% |
| 7D | +1.7% | +3.2% | -1.5% | +2.2% |
| 30D | -17.5% | +9.1% | -26.5% | -16.5% |
| 3M | -39.5% | -3.6% | -35.9% | -39.2% |
| 6M | -44.5% | +3.8% | -48.3% | -44.8% |
| YTD | -12.6% | +17.8% | -30.4% | -16.2% |
| 1Y | -37.0% | +20.5% | -57.5% | -40.0% |
| All | +269.8% | +100.6% | +169.2% | +182.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling