-31.8%
VTRS vs CVE
+132.7%
-164.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +10.2% | -10.0% | +20.2% | +12.2% |
| 30D | +18.2% | -11.9% | +30.0% | +20.6% |
| 3M | +29.0% | -5.9% | +35.0% | +29.8% |
| 6M | +23.2% | -1.6% | +24.8% | +22.3% |
| YTD | +71.4% | +66.3% | +5.1% | +53.1% |
| 1Y | +112.3% | +57.5% | +54.8% | +91.5% |
| 3Y | +157.1% | +65.4% | +91.6% | +125.2% |
| 5Y | +77.0% | +144.2% | -67.2% | +39.1% |
| 10Y | -31.8% | +135.5% | -167.3% | -52.4% |
| All | -31.8% | +132.7% | -164.5% | -52.4% |
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