+96.3%
VTR vs CAG
-36.2%
+132.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.3% | -5.7% | +5.4% | +0.9% |
| 30D | +1.1% | -2.4% | +3.5% | +1.5% |
| 3M | +7.9% | +9.8% | -1.9% | +5.6% |
| 6M | +6.2% | -10.8% | +17.0% | +8.1% |
| YTD | +17.7% | -10.8% | +28.5% | +19.5% |
| 1Y | +32.9% | -19.0% | +51.9% | +37.4% |
| 3Y | +129.7% | -39.7% | +169.4% | +150.9% |
| 5Y | +89.3% | -43.0% | +132.3% | +108.0% |
| All | +96.3% | -36.2% | +132.5% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling