-83.4%
CTMX vs VT
+229.1%
-312.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -4.1% | -4.9% | -2.9% |
| 7D | -6.6% | -4.2% | -2.4% | -0.1% |
| 30D | -16.4% | -5.8% | -10.6% | -8.2% |
| 3M | -36.1% | -5.2% | -30.9% | -30.4% |
| 6M | -47.5% | +0.1% | -47.7% | -47.6% |
| YTD | -49.8% | +8.2% | -58.0% | -54.7% |
| 1Y | -49.2% | +10.1% | -59.3% | -55.2% |
| 3Y | +69.8% | +69.7% | +0.2% | -17.7% |
| 5Y | -67.6% | +53.4% | -121.0% | -82.1% |
| 10Y | -80.5% | +219.2% | -299.7% | -96.4% |
| All | -83.4% | +229.1% | -312.5% | -96.8% |
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