+4,850.5%
CL vs VTRS
+567.8%
+4,282.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.2% | +3.3% | -5.5% | -2.6% |
| 30D | -4.8% | -3.6% | -1.2% | -4.5% |
| 3M | +4.9% | +7.0% | -2.0% | +4.0% |
| 6M | -5.7% | +17.5% | -23.2% | -7.7% |
| YTD | +14.4% | +38.8% | -24.4% | +9.5% |
| 1Y | +8.7% | +69.2% | -60.5% | +1.5% |
| 3Y | +30.0% | +77.5% | -47.5% | +19.2% |
| 5Y | +28.4% | +39.9% | -11.5% | +19.6% |
| 10Y | +50.1% | -47.1% | +97.2% | +50.2% |
| All | +4,850.5% | +567.8% | +4,282.7% | +2,605.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling