+40.9%
VTRS vs CF
+222.3%
-181.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.6% |
| 7D | -0.1% | -0.9% | +0.8% | -0.1% |
| 30D | +1.9% | +18.1% | -16.2% | +0.7% |
| 3M | +5.1% | +23.4% | -18.3% | +3.4% |
| 6M | +20.1% | +17.1% | +3.0% | +17.6% |
| YTD | +36.6% | +76.2% | -39.7% | +27.5% |
| 1Y | +64.1% | +62.3% | +1.9% | +54.5% |
| 3Y | +86.4% | +71.8% | +14.5% | +71.5% |
| 5Y | +40.9% | +234.6% | -193.7% | +9.3% |
| All | +40.9% | +222.3% | -181.4% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling