+1,484.1%
VTR vs CNI
+5,996.9%
-4,512.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.5% |
| 7D | -1.8% | -1.1% | -0.7% | -1.3% |
| 30D | +4.0% | -3.5% | +7.5% | +5.7% |
| 3M | +7.8% | +2.2% | +5.6% | +6.6% |
| 6M | +6.4% | +15.1% | -8.7% | -1.2% |
| YTD | +18.3% | +24.7% | -6.4% | +5.3% |
| 1Y | +33.9% | +33.4% | +0.6% | +15.0% |
| 3Y | +134.3% | +19.5% | +114.8% | +107.4% |
| 5Y | +90.3% | +12.6% | +77.7% | +71.1% |
| 10Y | +100.1% | +134.7% | -34.6% | +26.0% |
| All | +1,484.1% | +5,996.9% | -4,512.8% | +251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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