-13.1%
CTGO vs VT
+217.6%
-230.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.5% | -7.6% | -7.9% |
| 7D | +11.0% | -0.1% | +11.2% | +11.2% |
| 30D | -9.1% | -3.1% | -6.0% | -7.5% |
| 3M | -22.1% | -3.5% | -18.6% | -20.4% |
| 6M | -44.1% | +0.5% | -44.5% | -43.6% |
| YTD | -42.4% | +10.8% | -53.2% | -43.8% |
| 1Y | -30.4% | +11.9% | -42.3% | -32.3% |
| 3Y | -19.2% | +73.0% | -92.2% | -29.9% |
| 5Y | -24.5% | +58.6% | -83.1% | -33.0% |
| 10Y | -13.1% | +219.2% | -232.3% | -18.8% |
| All | -13.1% | +217.6% | -230.7% | -18.8% |
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