-31.5%
CRTO vs VT
+10.5%
-42.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +5.3% | -2.3% | +7.6% | +5.9% |
| 30D | +3.5% | -5.0% | +8.4% | +4.7% |
| 3M | -12.3% | -4.9% | -7.4% | -11.2% |
| 6M | -2.8% | -1.5% | -1.2% | -1.6% |
| YTD | -25.2% | +8.5% | -33.7% | -29.9% |
| 1Y | -31.5% | +11.4% | -42.8% | -38.3% |
| All | -31.5% | +10.5% | -42.0% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling