-71.2%
CTMX vs VT
+250.7%
-321.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +15.6% | +0.4% | +15.1% | +14.6% |
| 30D | +10.7% | +1.0% | +9.8% | +9.1% |
| 3M | +16.7% | +2.4% | +14.3% | +12.4% |
| 6M | -26.8% | +12.0% | -38.8% | -38.2% |
| YTD | -12.9% | +15.3% | -28.2% | -29.1% |
| 1Y | +76.7% | +22.6% | +54.1% | +31.9% |
| 3Y | +147.3% | +74.7% | +72.7% | +13.9% |
| 5Y | -27.8% | +66.1% | -94.0% | -64.9% |
| 10Y | -69.3% | +225.0% | -294.3% | -94.5% |
| All | -71.2% | +250.7% | -321.9% | -94.9% |
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