+123.2%
VTR vs CNH
+64.7%
+58.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -3.2% |
| 7D | -1.7% | +23.3% | -25.0% | -7.7% |
| 30D | -2.4% | +33.5% | -35.9% | -10.8% |
| 3M | +14.8% | +32.7% | -17.9% | +4.5% |
| 6M | +5.3% | +22.2% | -16.8% | -2.6% |
| YTD | +18.1% | +57.7% | -39.6% | +0.5% |
| 1Y | +36.7% | +28.0% | +8.7% | +23.5% |
| 3Y | +130.1% | +11.5% | +118.5% | +108.9% |
| 5Y | +89.5% | +11.9% | +77.6% | +66.1% |
| 10Y | +87.4% | +162.8% | -75.4% | +15.6% |
| All | +123.2% | +64.7% | +58.6% | +41.8% |
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