+95.0%
VTR vs CFG
+310.3%
-215.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.2% |
| 7D | -2.9% | -0.6% | -2.3% | -2.7% |
| 30D | -2.8% | -4.5% | +1.7% | -1.1% |
| 3M | +9.0% | +6.3% | +2.7% | +6.0% |
| 6M | +5.0% | +20.6% | -15.6% | -3.3% |
| YTD | +16.9% | +21.2% | -4.3% | +6.9% |
| 1Y | +34.3% | +38.2% | -3.9% | +15.6% |
| 3Y | +131.6% | +185.9% | -54.4% | +37.1% |
| 5Y | +88.0% | +97.0% | -9.0% | +25.7% |
| All | +95.0% | +310.3% | -215.3% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling