-80.6%
CTMX vs VT
+215.5%
-296.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.0% |
| 7D | -6.4% | -2.3% | -4.1% | -2.7% |
| 30D | -14.1% | -5.0% | -9.2% | -6.9% |
| 3M | -35.0% | -4.9% | -30.1% | -29.5% |
| 6M | -47.0% | -1.5% | -45.4% | -45.6% |
| YTD | -48.6% | +8.5% | -57.1% | -53.9% |
| 1Y | -47.7% | +11.4% | -59.1% | -54.7% |
| 3Y | +72.4% | +70.1% | +2.4% | -16.8% |
| 5Y | -66.8% | +53.7% | -120.5% | -81.7% |
| All | -80.6% | +215.5% | -296.1% | -96.6% |
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