-29.6%
CLS vs VTRS
+90.6%
-120.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.6% | -10.6% | -9.4% |
| 7D | -21.1% | +2.4% | -23.5% | -21.5% |
| 30D | -38.2% | +9.1% | -47.3% | -39.3% |
| 3M | -36.3% | +9.4% | -45.7% | -37.3% |
| 6M | -43.8% | +28.3% | -72.1% | -46.6% |
| YTD | -20.0% | +58.0% | -78.0% | -28.1% |
| 1Y | -29.6% | +89.7% | -119.3% | -39.8% |
| All | -29.6% | +90.6% | -120.2% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling