-50.0%
VTRS vs CFG
+316.8%
-366.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.3% |
| 7D | -2.2% | -0.4% | -1.8% | -2.0% |
| 30D | +3.3% | -4.6% | +8.0% | +5.1% |
| 3M | +2.0% | +6.7% | -4.7% | -0.6% |
| 6M | +19.9% | +22.1% | -2.2% | +11.0% |
| YTD | +35.7% | +23.2% | +12.6% | +24.9% |
| 1Y | +68.1% | +40.3% | +27.8% | +46.9% |
| 3Y | +87.1% | +187.9% | -100.8% | +20.8% |
| 5Y | +47.6% | +102.0% | -54.3% | +6.8% |
| All | -50.0% | +316.8% | -366.8% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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