+581.9%
VTRS vs CP
+7,669.4%
-7,087.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +3.3% | -2.7% | +6.0% | +4.2% |
| 30D | -3.6% | +0.2% | -3.8% | -3.8% |
| 3M | +7.0% | +2.6% | +4.4% | +5.9% |
| 6M | +17.5% | +6.0% | +11.5% | +14.8% |
| YTD | +38.8% | +24.9% | +13.8% | +28.1% |
| 1Y | +69.2% | +20.1% | +49.1% | +58.1% |
| 3Y | +77.5% | +16.4% | +61.1% | +65.9% |
| 5Y | +39.9% | +31.7% | +8.2% | +24.3% |
| 10Y | -47.1% | +223.9% | -271.0% | -65.8% |
| All | +581.9% | +7,669.4% | -7,087.6% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling