+114.1%
VTR vs CFG
+358.5%
-244.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +0.7% | +1.6% | -0.9% | +0.1% |
| 30D | +6.9% | +3.3% | +3.6% | +5.7% |
| 3M | +1.3% | -11.5% | +12.9% | +5.6% |
| 6M | +2.5% | +6.2% | -3.7% | -0.3% |
| YTD | +18.0% | +14.3% | +3.7% | +11.0% |
| 1Y | +19.5% | +26.7% | -7.3% | +7.9% |
| 3Y | +130.2% | +187.8% | -57.6% | +44.1% |
| 5Y | +93.8% | +61.3% | +32.5% | +47.8% |
| 10Y | +131.5% | +217.2% | -85.7% | +19.1% |
| All | +114.1% | +358.5% | -244.4% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling