+49.1%
VTRS vs CF
+5,489.8%
-5,440.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +9.6% | +10.4% | -0.8% | +7.4% |
| 30D | +20.1% | +7.6% | +12.5% | +18.1% |
| 3M | +30.3% | +5.2% | +25.2% | +28.5% |
| 6M | +26.3% | -0.1% | +26.4% | +25.2% |
| YTD | +73.1% | +61.7% | +11.5% | +52.6% |
| 1Y | +94.7% | +50.3% | +44.4% | +74.0% |
| 3Y | +159.7% | +66.0% | +93.7% | +122.9% |
| 5Y | +79.7% | +114.5% | -34.8% | +39.5% |
| 10Y | -30.5% | +471.5% | -502.0% | -58.9% |
| All | +49.1% | +5,489.8% | -5,440.7% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling