+28.3%
CL vs VTRS
+40.2%
-11.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.4% |
| 7D | -2.3% | -3.5% | +1.2% | -1.9% |
| 30D | -5.5% | +2.1% | -7.6% | -5.7% |
| 3M | +0.8% | +2.6% | -1.8% | +0.4% |
| 6M | -4.2% | +17.8% | -22.0% | -6.2% |
| YTD | +13.4% | +35.7% | -22.2% | +9.0% |
| 1Y | +7.1% | +63.5% | -56.4% | +0.6% |
| 3Y | +29.0% | +85.1% | -56.1% | +17.7% |
| 5Y | +28.3% | +42.5% | -14.2% | +17.2% |
| All | +28.3% | +40.2% | -11.9% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling