+88.0%
VTR vs CPB
-38.1%
+126.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -2.9% | -8.0% | +5.1% | -1.6% |
| 30D | -2.8% | -2.4% | -0.4% | -2.5% |
| 3M | +9.0% | +0.5% | +8.5% | +8.7% |
| 6M | +5.0% | -10.5% | +15.4% | +6.5% |
| YTD | +16.9% | -17.5% | +34.5% | +20.0% |
| 1Y | +34.3% | -31.0% | +65.3% | +42.1% |
| 3Y | +131.6% | -40.6% | +172.2% | +149.7% |
| 5Y | +88.0% | -37.7% | +125.7% | +90.4% |
| All | +88.0% | -38.1% | +126.1% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling