+46.5%
VTRS vs CP
+32.2%
+14.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.2% |
| 7D | -3.3% | -2.7% | -0.6% | -2.2% |
| 30D | +1.4% | -3.4% | +4.7% | +2.7% |
| 3M | +4.6% | -0.6% | +5.3% | +4.7% |
| 6M | +18.1% | +6.3% | +11.8% | +14.4% |
| YTD | +34.7% | +21.2% | +13.5% | +23.3% |
| 1Y | +65.6% | +20.0% | +45.6% | +52.1% |
| 3Y | +83.8% | +18.7% | +65.1% | +66.3% |
| 5Y | +46.5% | +34.8% | +11.7% | +21.2% |
| All | +46.5% | +32.2% | +14.3% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling