-55.2%
VTRS vs CFG
+390.8%
-446.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | -0.1% | +2.7% | -2.8% | -1.1% |
| 30D | +1.9% | -3.7% | +5.5% | +3.3% |
| 3M | +5.1% | +9.5% | -4.4% | +1.3% |
| 6M | +20.1% | +22.2% | -2.2% | +10.8% |
| YTD | +36.6% | +22.3% | +14.2% | +25.7% |
| 1Y | +64.1% | +39.4% | +24.7% | +43.2% |
| 3Y | +86.4% | +188.5% | -102.1% | +18.7% |
| 5Y | +40.9% | +101.5% | -60.7% | +0.9% |
| 10Y | -48.7% | +308.6% | -357.4% | -75.2% |
| All | -55.2% | +390.8% | -446.0% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling