+46.5%
VTRS vs CPB
-40.6%
+87.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.4% |
| 7D | -3.3% | -5.4% | +2.1% | -1.9% |
| 30D | +1.4% | -7.8% | +9.2% | +3.4% |
| 3M | +4.6% | -6.9% | +11.6% | +6.3% |
| 6M | +18.1% | -12.2% | +30.3% | +21.4% |
| YTD | +34.7% | -21.1% | +55.7% | +42.0% |
| 1Y | +65.6% | -33.5% | +99.1% | +83.0% |
| 3Y | +83.8% | -43.2% | +127.0% | +106.9% |
| 5Y | +46.5% | -40.9% | +87.4% | +57.7% |
| All | +46.5% | -40.6% | +87.1% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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