+19.5%
VTRS vs CF
+5,948.3%
-5,928.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | +0.3% |
| 7D | +3.3% | +6.0% | -2.7% | +2.1% |
| 30D | -3.6% | +14.8% | -18.5% | -6.4% |
| 3M | +7.0% | +14.1% | -7.1% | +3.7% |
| 6M | +17.5% | +28.5% | -11.1% | +9.3% |
| YTD | +38.8% | +74.9% | -36.2% | +20.8% |
| 1Y | +69.2% | +61.7% | +7.5% | +49.4% |
| 3Y | +77.5% | +80.3% | -2.9% | +50.1% |
| 5Y | +39.9% | +226.0% | -186.1% | -1.0% |
| 10Y | -47.1% | +569.9% | -617.0% | -69.7% |
| All | +19.5% | +5,948.3% | -5,928.8% | -52.8% |
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