+132.8%
VTR vs CFG
+193.0%
-60.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -2.4% | +2.7% | -5.1% | -2.8% |
| 30D | -3.7% | -3.7% | -0.1% | -3.2% |
| 3M | +13.5% | +9.5% | +4.1% | +11.9% |
| 6M | +7.2% | +22.2% | -15.1% | +3.9% |
| YTD | +17.6% | +22.3% | -4.8% | +13.6% |
| 1Y | +35.4% | +39.4% | -4.1% | +27.8% |
| 3Y | +132.8% | +188.5% | -55.6% | +73.0% |
| All | +132.8% | +193.0% | -60.1% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling