+114.3%
VTR vs CFG
+396.4%
-282.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -1.7% | +1.5% | -3.2% | -2.2% |
| 30D | -2.4% | -3.8% | +1.4% | -1.2% |
| 3M | +14.8% | +11.5% | +3.3% | +10.1% |
| 6M | +5.3% | +19.2% | -13.9% | -1.7% |
| YTD | +18.1% | +23.7% | -5.6% | +8.2% |
| 1Y | +36.7% | +38.8% | -2.1% | +19.4% |
| 3Y | +130.1% | +178.9% | -48.8% | +46.0% |
| 5Y | +89.5% | +101.8% | -12.3% | +31.7% |
| 10Y | +87.4% | +317.3% | -229.9% | -5.5% |
| All | +114.3% | +396.4% | -282.1% | +6.9% |
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