+123.0%
VTR vs CNH
+36.9%
+86.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +0.3% |
| 7D | +0.7% | +6.4% | -5.7% | -1.4% |
| 30D | +6.9% | -1.6% | +8.6% | +7.1% |
| 3M | +1.3% | +11.6% | -10.2% | -3.1% |
| 6M | +2.5% | +12.5% | -10.1% | -3.2% |
| YTD | +18.0% | +31.1% | -13.1% | +5.2% |
| 1Y | +19.5% | +17.0% | +2.5% | +10.0% |
| 3Y | +130.2% | +28.7% | +101.5% | +95.3% |
| 5Y | +93.8% | -17.4% | +111.2% | +86.3% |
| 10Y | +131.5% | +105.0% | +26.5% | +50.7% |
| All | +123.0% | +36.9% | +86.2% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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