+69.2%
VTRS vs CG
-24.3%
+93.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.1% |
| 7D | +3.3% | -4.3% | +7.6% | +4.0% |
| 30D | -3.6% | -5.1% | +1.4% | -2.9% |
| 3M | +7.0% | +8.7% | -1.7% | +5.5% |
| 6M | +17.5% | -9.2% | +26.7% | +18.3% |
| YTD | +38.8% | -18.9% | +57.6% | +41.9% |
| 1Y | +69.2% | -25.6% | +94.8% | +66.3% |
| All | +69.2% | -24.3% | +93.5% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling