+87.0%
VTRS vs CP
+19.7%
+67.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -3.5% | +0.6% | -4.0% | -3.7% |
| 30D | +2.1% | -0.5% | +2.6% | +2.1% |
| 3M | +2.6% | +0.1% | +2.5% | +2.4% |
| 6M | +17.8% | +7.8% | +9.9% | +13.7% |
| YTD | +35.7% | +22.9% | +12.8% | +24.4% |
| 1Y | +63.5% | +21.3% | +42.2% | +50.5% |
| All | +87.0% | +19.7% | +67.3% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling