-22.2%
CTGO vs VT
+215.5%
-237.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +13.2% | -2.3% | +15.5% | +14.5% |
| 30D | -4.3% | -5.0% | +0.6% | -1.7% |
| 3M | -14.8% | -4.9% | -10.0% | -12.4% |
| 6M | -36.7% | -1.5% | -35.2% | -35.6% |
| YTD | -41.1% | +8.5% | -49.6% | -42.0% |
| 1Y | -24.0% | +11.4% | -35.4% | -25.7% |
| 3Y | -16.1% | +70.1% | -86.2% | -26.6% |
| 5Y | -23.2% | +53.7% | -76.9% | -31.0% |
| All | -22.2% | +215.5% | -237.8% | -29.7% |
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