-27.4%
CTGO vs VT
+222.7%
-250.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.8% | -9.1% |
| 7D | -12.2% | +2.9% | -15.1% | -13.3% |
| 30D | -17.3% | -2.5% | -14.8% | -16.1% |
| 3M | -33.3% | -3.3% | -30.0% | -31.9% |
| 6M | -51.3% | +1.5% | -52.8% | -51.1% |
| YTD | -50.5% | +11.4% | -61.9% | -51.8% |
| 1Y | -45.6% | +11.9% | -57.5% | -47.1% |
| 3Y | -30.6% | +73.9% | -104.5% | -39.9% |
| 5Y | -40.6% | +57.9% | -98.5% | -47.3% |
| All | -27.4% | +222.7% | -250.1% | -28.7% |
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