+895.3%
CTRE vs VT
+244.1%
+651.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.1% | +0.4% | -0.5% | -0.5% |
| 30D | -5.2% | +1.0% | -6.2% | -6.0% |
| 3M | +5.2% | +2.4% | +2.8% | +2.4% |
| 6M | +1.3% | +12.0% | -10.7% | -9.3% |
| YTD | +10.1% | +15.3% | -5.2% | -4.3% |
| 1Y | +19.1% | +22.6% | -3.5% | -2.3% |
| 3Y | +117.6% | +74.7% | +43.0% | +24.1% |
| 5Y | +123.3% | +66.1% | +57.1% | +32.5% |
| 10Y | +322.3% | +225.0% | +97.3% | +35.6% |
| All | +895.3% | +244.1% | +651.3% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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