+167.2%
VTR vs CLBK
+66.9%
+100.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -2.4% | +1.1% | -3.5% | -2.8% |
| 30D | -3.7% | +7.8% | -11.5% | -6.5% |
| 3M | +13.5% | +23.9% | -10.3% | +4.3% |
| 6M | +7.2% | +42.3% | -35.1% | -6.8% |
| YTD | +17.6% | +65.4% | -47.8% | -4.2% |
| 1Y | +35.4% | +70.3% | -34.9% | +8.1% |
| 3Y | +132.8% | +54.5% | +78.4% | +83.5% |
| 5Y | +88.7% | +43.1% | +45.6% | +37.1% |
| All | +167.2% | +66.9% | +100.3% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling