-22.6%
CTEC vs VT
+129.0%
-151.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.8% | +0.4% | +0.4% | +0.2% |
| 30D | +1.5% | +1.0% | +0.6% | +0.2% |
| 3M | -23.1% | +2.4% | -25.5% | -25.0% |
| 6M | +0.4% | +12.0% | -11.6% | -14.0% |
| YTD | +9.9% | +15.3% | -5.5% | -9.5% |
| 1Y | +35.4% | +22.6% | +12.8% | +2.8% |
| 3Y | -4.0% | +74.7% | -78.7% | -56.9% |
| 5Y | -40.3% | +66.1% | -106.5% | -69.3% |
| All | -22.6% | +129.0% | -151.7% | -74.4% |
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