+97.3%
VTR vs CFG
+311.8%
-214.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -1.8% | -1.7% | -0.1% | -1.1% |
| 30D | +4.0% | -4.6% | +8.6% | +5.9% |
| 3M | +7.8% | +7.9% | 0.0% | +4.3% |
| 6M | +6.4% | +19.9% | -13.5% | -1.8% |
| YTD | +18.3% | +21.7% | -3.4% | +8.0% |
| 1Y | +33.9% | +38.4% | -4.5% | +15.2% |
| 3Y | +134.3% | +187.0% | -52.7% | +38.5% |
| 5Y | +90.3% | +99.5% | -9.3% | +26.5% |
| All | +97.3% | +311.8% | -214.5% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CFG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling