+90.3%
VTR vs CLBK
+41.8%
+48.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.8% | -1.4% | -0.4% | -1.6% |
| 30D | +4.0% | +4.5% | -0.5% | +3.3% |
| 3M | +7.8% | +22.8% | -14.9% | +4.5% |
| 6M | +6.4% | +43.4% | -37.1% | +0.7% |
| YTD | +18.3% | +64.1% | -45.8% | +9.6% |
| 1Y | +33.9% | +67.6% | -33.6% | +23.4% |
| 3Y | +134.3% | +53.3% | +81.1% | +115.6% |
| 5Y | +90.3% | +44.8% | +45.4% | +69.8% |
| All | +90.3% | +41.8% | +48.4% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling