+1,474.1%
VTR vs CAG
+96.1%
+1,378.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -2.4% | -5.3% | +2.9% | -0.9% |
| 30D | -3.7% | +1.0% | -4.7% | -4.1% |
| 3M | +13.5% | +17.4% | -3.8% | +8.1% |
| 6M | +7.2% | -16.8% | +24.0% | +12.1% |
| YTD | +17.6% | -6.8% | +24.4% | +18.6% |
| 1Y | +35.4% | -15.4% | +50.8% | +40.1% |
| 3Y | +132.8% | -37.1% | +169.9% | +159.3% |
| 5Y | +88.7% | -41.3% | +129.9% | +112.1% |
| 10Y | +87.6% | -35.5% | +123.1% | +94.7% |
| All | +1,474.1% | +96.1% | +1,378.0% | +938.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling