+97.8%
VTR vs CMS
+116.0%
-18.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | -2.8% | -1.3% | -1.5% | -2.0% |
| 3M | +9.0% | -5.4% | +14.4% | +13.4% |
| 6M | +5.0% | -10.3% | +15.3% | +13.5% |
| YTD | +16.9% | -0.2% | +17.2% | +16.8% |
| 1Y | +34.3% | -0.9% | +35.2% | +34.5% |
| 3Y | +131.6% | +34.0% | +97.6% | +82.8% |
| 5Y | +88.0% | +23.6% | +64.4% | +54.9% |
| 10Y | +97.8% | +122.2% | -24.5% | +10.7% |
| All | +97.8% | +116.0% | -18.2% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling