-92.1%
CGTX vs VT
+71.2%
-163.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.2% |
| 7D | 0.0% | +1.0% | -1.0% | -1.5% |
| 30D | -6.5% | -0.2% | -6.2% | -6.0% |
| 3M | -16.5% | +4.5% | -21.1% | -22.2% |
| 6M | -1.9% | +14.1% | -16.0% | -18.1% |
| YTD | -25.2% | +14.8% | -39.9% | -37.8% |
| 1Y | -57.9% | +21.2% | -79.1% | -67.4% |
| 3Y | -32.7% | +76.6% | -109.2% | -65.8% |
| All | -92.1% | +71.2% | -163.3% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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