+1,481.1%
VTR vs CMS
+427.7%
+1,053.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.7% | +0.4% | -2.0% | -1.8% |
| 30D | -2.4% | -3.6% | +1.2% | -1.1% |
| 3M | +14.8% | -1.9% | +16.7% | +15.7% |
| 6M | +5.3% | -11.0% | +16.3% | +10.2% |
| YTD | +18.1% | +0.2% | +17.9% | +18.0% |
| 1Y | +36.7% | -1.3% | +38.0% | +37.4% |
| 3Y | +130.1% | +35.9% | +94.1% | +104.2% |
| 5Y | +89.5% | +23.1% | +66.4% | +74.2% |
| 10Y | +87.4% | +117.9% | -30.5% | +46.0% |
| All | +1,481.1% | +427.7% | +1,053.4% | +566.7% |
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 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