-50.0%
VTRS vs CP
+232.0%
-282.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -2.2% | -2.6% | +0.4% | -1.1% |
| 30D | +3.3% | -3.7% | +7.0% | +4.9% |
| 3M | +2.0% | +0.1% | +1.9% | +1.7% |
| 6M | +19.9% | +7.8% | +12.1% | +15.4% |
| YTD | +35.7% | +21.7% | +14.0% | +23.8% |
| 1Y | +68.1% | +18.6% | +49.5% | +54.9% |
| 3Y | +87.1% | +17.5% | +69.5% | +70.2% |
| 5Y | +47.6% | +35.4% | +12.3% | +24.2% |
| All | -50.0% | +232.0% | -282.0% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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