-48.2%
VTRS vs CVE
+167.0%
-215.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -3.5% | +2.0% | -5.4% | -3.8% |
| 30D | +2.1% | +13.2% | -11.1% | -0.3% |
| 3M | +2.6% | +21.7% | -19.1% | -1.4% |
| 6M | +17.8% | +48.4% | -30.6% | +8.2% |
| YTD | +35.7% | +100.1% | -64.5% | +17.5% |
| 1Y | +63.5% | +107.8% | -44.4% | +40.2% |
| 3Y | +85.1% | +76.9% | +8.2% | +60.5% |
| 5Y | +42.5% | +346.2% | -303.7% | 0.0% |
| 10Y | -48.2% | +173.5% | -221.7% | -64.2% |
| All | -48.2% | +167.0% | -215.2% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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