+3,419.7%
CLS vs VTRS
+57.5%
+3,362.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +6.2% |
| 7D | +12.8% | -0.1% | +12.9% | +12.7% |
| 30D | +3.8% | +1.9% | +2.0% | +3.0% |
| 3M | -14.6% | +5.1% | -19.7% | -16.2% |
| 6M | +32.2% | +20.1% | +12.2% | +23.7% |
| YTD | +11.6% | +36.6% | -24.9% | -0.3% |
| 1Y | +35.1% | +64.1% | -29.1% | +12.9% |
| 3Y | +1,312.5% | +86.4% | +1,226.2% | +994.9% |
| 5Y | +3,542.1% | +40.9% | +3,501.2% | +2,916.1% |
| 10Y | +2,944.0% | -48.7% | +2,992.7% | +3,081.4% |
| All | +3,419.7% | +57.5% | +3,362.2% | +1,816.0% |
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