+46.4%
VTRS vs CRL
-37.1%
+83.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.3% |
| 7D | -2.2% | -3.5% | +1.4% | -1.4% |
| 30D | +3.3% | -2.1% | +5.5% | +3.8% |
| 3M | +2.0% | +48.0% | -46.0% | -7.6% |
| 6M | +19.9% | +64.7% | -44.8% | +5.0% |
| YTD | +35.7% | +39.5% | -3.8% | +23.1% |
| 1Y | +68.1% | +74.2% | -6.1% | +43.3% |
| 3Y | +87.1% | +39.4% | +47.7% | +61.2% |
| All | +46.4% | -37.1% | +83.5% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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