+46.4%
VTRS vs CNI
+12.6%
+33.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | -2.2% | -0.4% | -1.8% | -2.0% |
| 30D | +3.3% | -2.7% | +6.0% | +4.5% |
| 3M | +2.0% | +3.9% | -1.9% | 0.0% |
| 6M | +19.9% | +16.4% | +3.6% | +10.9% |
| YTD | +35.7% | +25.8% | +9.9% | +20.5% |
| 1Y | +68.1% | +32.4% | +35.7% | +45.2% |
| 3Y | +87.1% | +19.1% | +68.0% | +67.9% |
| All | +46.4% | +12.6% | +33.7% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling