-56.5%
CRTO vs VT
+244.0%
-300.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +2.6% |
| 7D | +3.3% | -4.2% | +7.5% | +7.9% |
| 30D | +3.9% | -5.8% | +9.7% | +10.5% |
| 3M | -9.8% | -5.2% | -4.5% | -4.7% |
| 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% | -39.1% |
| 3Y | -35.7% | +69.7% | -105.3% | -64.8% |
| 5Y | -62.2% | +53.4% | -115.5% | -76.7% |
| 10Y | -63.2% | +219.2% | -282.4% | -90.1% |
| All | -56.5% | +244.0% | -300.5% | -89.2% |
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