+1,481.1%
VTR vs CP
+5,547.1%
-4,066.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -1.7% | -2.7% | +1.0% | -0.7% |
| 30D | -2.4% | +0.2% | -2.6% | -2.6% |
| 3M | +14.8% | +2.6% | +12.2% | +13.4% |
| 6M | +5.3% | +6.0% | -0.6% | +2.4% |
| YTD | +18.1% | +24.9% | -6.8% | +7.1% |
| 1Y | +36.7% | +20.1% | +16.6% | +25.6% |
| 3Y | +130.1% | +16.4% | +113.7% | +109.2% |
| 5Y | +89.5% | +31.7% | +57.8% | +61.3% |
| 10Y | +87.4% | +223.9% | -136.5% | +11.3% |
| All | +1,481.1% | +5,547.1% | -4,066.0% | +301.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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