+46.3%
VTRS vs CF
+5,566.0%
-5,519.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.2% | -2.1% |
| 7D | +9.0% | +5.4% | +3.6% | +7.8% |
| 30D | +19.8% | +6.5% | +13.3% | +18.1% |
| 3M | +29.3% | +4.6% | +24.7% | +27.6% |
| 6M | +22.2% | -3.3% | +25.5% | +21.9% |
| YTD | +69.9% | +63.9% | +6.1% | +49.3% |
| 1Y | +94.4% | +50.4% | +43.9% | +73.8% |
| 3Y | +154.8% | +68.2% | +86.6% | +118.1% |
| 5Y | +80.8% | +113.8% | -33.1% | +40.4% |
| 10Y | -31.8% | +479.3% | -511.1% | -59.7% |
| All | +46.3% | +5,566.0% | -5,519.7% | -41.6% |
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