+46.4%
VTRS vs CRS
+1,363.4%
-1,317.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -2.2% | -6.8% | +4.6% | -1.0% |
| 30D | +3.3% | -16.1% | +19.4% | +6.4% |
| 3M | +2.0% | -21.2% | +23.2% | +5.8% |
| 6M | +19.9% | +8.7% | +11.3% | +17.0% |
| YTD | +35.7% | +41.0% | -5.2% | +26.0% |
| 1Y | +68.1% | +82.7% | -14.6% | +47.2% |
| 3Y | +87.1% | +604.8% | -517.7% | +15.8% |
| All | +46.4% | +1,363.4% | -1,317.0% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling