+1,481.1%
VTR vs CPB
+3.0%
+1,478.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.2% |
| 7D | -1.7% | -8.6% | +6.9% | +0.5% |
| 30D | -2.4% | -7.2% | +4.8% | -0.8% |
| 3M | +14.8% | +0.9% | +13.9% | +14.2% |
| 6M | +5.3% | -11.8% | +17.1% | +7.9% |
| YTD | +18.1% | -19.4% | +37.5% | +23.4% |
| 1Y | +36.7% | -30.4% | +67.1% | +47.9% |
| 3Y | +130.1% | -40.2% | +170.2% | +155.2% |
| 5Y | +89.5% | -39.5% | +129.0% | +107.0% |
| 10Y | +87.4% | -47.4% | +134.7% | +102.7% |
| All | +1,481.1% | +3.0% | +1,478.1% | +1,241.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling