+121.0%
VTR vs CPB
-38.9%
+159.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.2% |
| 7D | +0.2% | -1.6% | +1.7% | +0.4% |
| 30D | +5.5% | +19.2% | -13.7% | +3.0% |
| 3M | -0.9% | -0.9% | 0.0% | -1.0% |
| 6M | -0.4% | +15.2% | -15.6% | -2.4% |
| YTD | +17.0% | -13.1% | +30.1% | +18.3% |
| 1Y | +18.0% | -22.4% | +40.4% | +21.0% |
| 3Y | +127.4% | -35.3% | +162.7% | +137.4% |
| 5Y | +92.3% | -33.0% | +125.2% | +99.2% |
| All | +121.0% | -38.9% | +159.9% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling