+1,493.2%
VTR vs CMS
+441.0%
+1,052.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.4% | -1.1% | +2.5% | +1.8% |
| 30D | +8.2% | +6.6% | +1.7% | +5.6% |
| 3M | +4.6% | +0.8% | +3.8% | +4.3% |
| 6M | +4.3% | -3.3% | +7.7% | +5.8% |
| YTD | +19.0% | +2.7% | +16.3% | +17.8% |
| 1Y | +21.6% | -4.0% | +25.6% | +23.5% |
| 3Y | +132.2% | +37.6% | +94.6% | +105.3% |
| 5Y | +94.4% | +35.4% | +59.0% | +72.6% |
| 10Y | +133.5% | +136.0% | -2.6% | +77.0% |
| All | +1,493.2% | +441.0% | +1,052.2% | +565.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling