+88.0%
VTR vs CRL
-37.6%
+125.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.5% |
| 7D | -2.9% | -4.6% | +1.7% | -2.4% |
| 30D | -2.8% | +0.5% | -3.3% | -2.9% |
| 3M | +9.0% | +46.6% | -37.6% | +4.3% |
| 6M | +5.0% | +57.3% | -52.3% | -0.9% |
| YTD | +16.9% | +39.5% | -22.6% | +11.8% |
| 1Y | +34.3% | +76.9% | -42.6% | +23.6% |
| 3Y | +131.6% | +39.4% | +92.2% | +114.7% |
| 5Y | +88.0% | -37.2% | +125.2% | +80.3% |
| All | +88.0% | -37.6% | +125.6% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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