-62.2%
CRTO vs VT
+53.2%
-115.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +2.4% |
| 7D | +3.3% | -4.2% | +7.5% | +7.6% |
| 30D | +3.9% | -5.8% | +9.7% | +10.1% |
| 3M | -9.8% | -5.2% | -4.5% | -5.0% |
| 6M | -23.6% | +0.1% | -23.7% | -24.9% |
| YTD | -25.4% | +8.2% | -33.6% | -32.9% |
| 1Y | -31.0% | +10.1% | -41.1% | -39.2% |
| 3Y | -35.7% | +69.7% | -105.3% | -65.3% |
| 5Y | -62.2% | +53.4% | -115.5% | -75.0% |
| All | -62.2% | +53.2% | -115.4% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling