-33.5%
CRTO vs VT
+76.6%
-110.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +1.7% |
| 7D | +8.2% | -0.3% | +8.5% | +8.4% |
| 30D | +7.9% | -1.4% | +9.3% | +9.2% |
| 3M | -30.2% | -1.4% | -28.8% | -29.3% |
| 6M | -18.8% | +5.5% | -24.2% | -23.4% |
| YTD | -24.1% | +12.8% | -36.9% | -33.6% |
| 1Y | -29.1% | +15.4% | -44.6% | -39.5% |
| All | -33.5% | +76.6% | -110.1% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling