+89.4%
VTRS vs CVE
+70.8%
+18.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.2% |
| 7D | +3.3% | +2.5% | +0.8% | +2.9% |
| 30D | -3.6% | +16.7% | -20.4% | -5.9% |
| 3M | +7.0% | +9.3% | -2.3% | +5.4% |
| 6M | +17.5% | +43.6% | -26.1% | +8.9% |
| YTD | +38.8% | +93.6% | -54.8% | +20.7% |
| 1Y | +69.2% | +98.8% | -29.6% | +45.8% |
| All | +89.4% | +70.8% | +18.6% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling