+89.6%
CL vs VTRS
-30.6%
+120.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | +3.2% | +4.6% | -1.3% | +2.7% |
| 30D | +8.0% | +19.4% | -11.3% | +5.8% |
| 3M | +7.9% | +30.8% | -22.9% | +4.5% |
| 6M | +14.7% | +21.6% | -6.9% | +11.9% |
| YTD | +29.2% | +71.2% | -42.0% | +20.9% |
| 1Y | +29.5% | +97.6% | -68.1% | +19.2% |
| 3Y | +40.7% | +163.9% | -123.2% | +23.6% |
| 5Y | +43.9% | +82.1% | -38.2% | +30.1% |
| All | +89.6% | -30.6% | +120.2% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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