+95.6%
VTRS vs CAI
-11.0%
+106.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -3.3% | -5.1% | +1.7% | -2.9% |
| 30D | +1.4% | +3.9% | -2.5% | +1.0% |
| 3M | +4.6% | +40.1% | -35.4% | +1.3% |
| 6M | +18.1% | +29.7% | -11.6% | +14.4% |
| YTD | +34.7% | -10.9% | +45.6% | +36.9% |
| 1Y | +65.6% | -28.0% | +93.7% | +72.9% |
| All | +95.6% | -11.0% | +106.6% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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