+219.9%
CTVA vs VTR
+80.1%
+139.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -5.8% | -2.9% | -2.9% | -5.0% |
| 30D | +11.1% | -2.8% | +13.9% | +11.9% |
| 3M | +13.2% | +9.0% | +4.2% | +10.0% |
| 6M | +8.7% | +5.0% | +3.8% | +6.6% |
| YTD | +27.3% | +16.9% | +10.4% | +20.7% |
| 1Y | +18.0% | +34.3% | -16.3% | +7.0% |
| 3Y | +76.5% | +131.6% | -55.1% | +33.9% |
| 5Y | +105.1% | +88.0% | +17.1% | +62.6% |
| All | +219.9% | +80.1% | +139.8% | +122.5% |
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 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