+3,880.9%
CORT vs VT
+363.9%
+3,517.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -4.9% |
| 7D | -8.2% | -0.3% | -7.9% | -7.9% |
| 30D | -35.1% | -1.4% | -33.6% | -34.1% |
| 3M | -27.9% | -1.4% | -26.5% | -26.8% |
| 6M | +53.5% | +5.5% | +48.1% | +46.6% |
| YTD | +127.6% | +12.8% | +114.8% | +105.1% |
| 1Y | +11.4% | +15.4% | -4.0% | -1.0% |
| 3Y | +209.2% | +76.9% | +132.3% | +88.8% |
| 5Y | +294.3% | +60.4% | +233.9% | +159.9% |
| 10Y | +887.8% | +232.8% | +655.0% | +232.1% |
| All | +3,880.9% | +363.9% | +3,517.0% | +833.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling