+156.0%
CTBI vs VT
+217.6%
-61.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | +1.0% | -0.1% | +1.2% | +1.1% |
| 30D | -5.5% | -3.1% | -2.4% | -3.0% |
| 3M | -8.7% | -3.5% | -5.2% | -6.0% |
| 6M | +7.5% | +0.5% | +7.0% | +6.1% |
| YTD | +27.3% | +10.8% | +16.5% | +14.4% |
| 1Y | +35.1% | +11.9% | +23.2% | +20.2% |
| 3Y | +101.5% | +73.0% | +28.6% | +18.6% |
| 5Y | +87.6% | +58.6% | +29.0% | +18.8% |
| 10Y | +156.0% | +219.2% | -63.2% | -18.0% |
| All | +156.0% | +217.6% | -61.6% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling