+566.5%
VTRS vs CPB
+335.7%
+230.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | -3.5% | -8.0% | +4.5% | -1.4% |
| 30D | +2.1% | -2.4% | +4.5% | +2.6% |
| 3M | +2.6% | +0.5% | +2.1% | +2.1% |
| 6M | +17.8% | -10.5% | +28.2% | +20.6% |
| YTD | +35.7% | -17.5% | +53.2% | +41.6% |
| 1Y | +63.5% | -31.0% | +94.5% | +78.8% |
| 3Y | +85.1% | -40.6% | +125.7% | +108.1% |
| 5Y | +42.5% | -37.7% | +80.2% | +56.7% |
| 10Y | -48.2% | -43.4% | -4.8% | -44.3% |
| All | +566.5% | +335.7% | +230.8% | +183.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling