-31.2%
VTRS vs CF
+481.7%
-512.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.3% |
| 7D | +10.2% | +4.8% | +5.4% | +9.2% |
| 30D | +18.2% | +9.7% | +8.5% | +16.0% |
| 3M | +29.0% | +1.2% | +27.8% | +28.2% |
| 6M | +23.2% | +7.4% | +15.9% | +20.4% |
| YTD | +71.4% | +60.5% | +10.9% | +51.1% |
| 1Y | +112.3% | +50.7% | +61.5% | +89.5% |
| 3Y | +157.1% | +64.8% | +92.3% | +119.9% |
| 5Y | +77.0% | +115.8% | -38.8% | +32.7% |
| All | -31.2% | +481.7% | -512.8% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling