+1,493.2%
VTR vs CP
+5,693.5%
-4,200.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.4% | -0.7% | +2.0% | +1.6% |
| 30D | +8.2% | +9.6% | -1.4% | +4.2% |
| 3M | +4.6% | +2.2% | +2.4% | +3.5% |
| 6M | +4.3% | +11.1% | -6.8% | -0.3% |
| YTD | +19.0% | +28.2% | -9.2% | +6.7% |
| 1Y | +21.6% | +32.2% | -10.5% | +7.5% |
| 3Y | +132.2% | +35.5% | +96.7% | +98.1% |
| 5Y | +94.4% | +26.8% | +67.6% | +68.4% |
| 10Y | +133.5% | +256.9% | -123.5% | +33.6% |
| All | +1,493.2% | +5,693.5% | -4,200.3% | +300.3% |
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