+88.7%
VTR vs CMS
+26.5%
+62.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | -2.4% | +1.2% | -3.6% | -3.1% |
| 30D | -3.7% | -3.2% | -0.6% | -1.9% |
| 3M | +13.5% | -2.2% | +15.7% | +15.1% |
| 6M | +7.2% | -9.4% | +16.6% | +13.9% |
| YTD | +17.6% | +0.7% | +16.9% | +17.0% |
| 1Y | +35.4% | +0.4% | +35.0% | +34.8% |
| 3Y | +132.8% | +35.2% | +97.7% | +91.8% |
| 5Y | +88.7% | +24.1% | +64.5% | +60.0% |
| All | +88.7% | +26.5% | +62.2% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling