-50.0%
VTRS vs CRS
+1,392.1%
-1,442.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | -2.2% | -6.8% | +4.6% | -0.6% |
| 30D | +3.3% | -16.1% | +19.4% | +7.5% |
| 3M | +2.0% | -21.2% | +23.2% | +7.1% |
| 6M | +19.9% | +8.7% | +11.3% | +16.1% |
| YTD | +35.7% | +41.0% | -5.2% | +22.9% |
| 1Y | +68.1% | +82.7% | -14.6% | +41.0% |
| 3Y | +87.1% | +604.8% | -517.7% | +4.7% |
| 5Y | +47.6% | +1,384.7% | -1,337.1% | -35.8% |
| All | -50.0% | +1,392.1% | -1,442.0% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling