-49.7%
VTRS vs CLBK
+65.6%
-115.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -3.3% | -1.4% | -1.9% | -2.8% |
| 30D | +1.4% | +4.5% | -3.2% | -0.5% |
| 3M | +4.6% | +22.8% | -18.1% | -3.7% |
| 6M | +18.1% | +43.4% | -25.4% | +2.2% |
| YTD | +34.7% | +64.1% | -29.4% | +10.3% |
| 1Y | +65.6% | +67.6% | -1.9% | +33.9% |
| 3Y | +83.8% | +53.3% | +30.5% | +48.0% |
| 5Y | +46.5% | +44.8% | +1.7% | +13.0% |
| All | -49.7% | +65.6% | -115.3% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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