-50.0%
VTRS vs CG
+314.7%
-364.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | -2.2% | -9.9% | +7.7% | +0.8% |
| 30D | +3.3% | -11.7% | +15.0% | +6.9% |
| 3M | +2.0% | -4.3% | +6.3% | +2.7% |
| 6M | +19.9% | -8.8% | +28.7% | +22.1% |
| YTD | +35.7% | -26.9% | +62.6% | +46.6% |
| 1Y | +68.1% | -35.4% | +103.5% | +87.8% |
| 3Y | +87.1% | +43.0% | +44.0% | +54.9% |
| 5Y | +47.6% | +1.9% | +45.7% | +30.7% |
| All | -50.0% | +314.7% | -364.7% | -72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling