+40.9%
VTRS vs CVE
+327.8%
-286.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.0% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | +1.9% | +17.5% | -15.6% | -0.9% |
| 3M | +5.1% | +16.2% | -11.2% | +2.1% |
| 6M | +20.1% | +47.8% | -27.7% | +10.8% |
| YTD | +36.6% | +98.5% | -61.9% | +18.9% |
| 1Y | +64.1% | +109.8% | -45.7% | +41.0% |
| 3Y | +86.4% | +75.5% | +10.9% | +60.7% |
| 5Y | +40.9% | +341.6% | -300.7% | -4.7% |
| All | +40.9% | +327.8% | -286.9% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling