-50.2%
CRTO vs VT
+266.5%
-316.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +0.9% | +0.4% | +0.5% | +0.4% |
| 30D | +3.3% | +1.0% | +2.4% | +2.4% |
| 3M | +1.9% | +2.4% | -0.5% | -1.2% |
| 6M | -7.7% | +12.0% | -19.8% | -19.5% |
| YTD | -14.5% | +15.3% | -29.8% | -28.0% |
| 1Y | -24.7% | +22.6% | -47.3% | -40.8% |
| 3Y | -40.6% | +74.7% | -115.2% | -68.4% |
| 5Y | -51.1% | +66.1% | -117.2% | -72.2% |
| 10Y | -54.4% | +225.0% | -279.4% | -87.8% |
| All | -50.2% | +266.5% | -316.7% | -88.4% |
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