+96.3%
VTR vs CRS
+1,392.1%
-1,295.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -0.3% | -6.8% | +6.5% | +1.6% |
| 30D | +1.1% | -16.1% | +17.2% | +6.0% |
| 3M | +7.9% | -21.2% | +29.1% | +14.6% |
| 6M | +6.2% | +8.7% | -2.5% | +1.7% |
| YTD | +17.7% | +41.0% | -23.2% | +3.8% |
| 1Y | +32.9% | +82.7% | -49.8% | +6.6% |
| 3Y | +129.7% | +604.8% | -475.1% | +8.2% |
| 5Y | +89.3% | +1,384.7% | -1,295.4% | -37.3% |
| All | +96.3% | +1,392.1% | -1,295.7% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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