-81.8%
CTMX vs VT
+243.1%
-324.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.7% | +6.1% | +5.3% |
| 7D | -0.4% | -0.3% | -0.1% | +0.1% |
| 30D | -8.9% | -1.4% | -7.5% | -6.7% |
| 3M | -29.2% | -1.4% | -27.8% | -27.5% |
| 6M | -43.8% | +5.5% | -49.2% | -48.2% |
| YTD | -44.8% | +12.8% | -57.7% | -53.4% |
| 1Y | -42.5% | +15.4% | -58.0% | -52.9% |
| 3Y | +86.5% | +76.9% | +9.6% | -15.3% |
| 5Y | -60.7% | +60.4% | -121.1% | -79.8% |
| 10Y | -78.6% | +232.8% | -311.3% | -96.2% |
| All | -81.8% | +243.1% | -324.9% | -96.7% |
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 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