-57.2%
CRTO vs VT
+217.6%
-274.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.7% |
| 7D | +13.0% | -0.1% | +13.1% | +13.2% |
| 30D | +9.0% | -3.1% | +12.0% | +12.4% |
| 3M | -4.5% | -3.5% | -1.0% | -1.0% |
| 6M | +3.9% | +0.5% | +3.5% | +2.7% |
| YTD | -16.8% | +10.8% | -27.6% | -26.7% |
| 1Y | -22.8% | +11.9% | -34.7% | -32.7% |
| 3Y | -26.0% | +73.0% | -98.9% | -59.4% |
| 5Y | -57.5% | +58.6% | -116.1% | -74.3% |
| 10Y | -57.2% | +219.2% | -276.4% | -89.5% |
| All | -57.2% | +217.6% | -274.8% | -89.5% |
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 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