+87.0%
VTRS vs CFG
+182.2%
-95.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -3.5% | -0.6% | -2.9% | -3.3% |
| 30D | +2.1% | -4.5% | +6.7% | +3.7% |
| 3M | +2.6% | +6.3% | -3.7% | +0.4% |
| 6M | +17.8% | +20.6% | -2.8% | +10.0% |
| YTD | +35.7% | +21.2% | +14.4% | +26.3% |
| 1Y | +63.5% | +38.2% | +25.3% | +45.3% |
| All | +87.0% | +182.2% | -95.2% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling