-36.5%
CTNM vs VT
+49.5%
-85.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.6% | -8.6% | -8.5% |
| 7D | +11.0% | +2.9% | +8.1% | +7.9% |
| 30D | +16.2% | -2.5% | +18.7% | +19.9% |
| 3M | -34.7% | -3.3% | -31.4% | -31.9% |
| 6M | -28.4% | +1.5% | -29.9% | -28.4% |
| YTD | -14.4% | +11.4% | -25.8% | -20.6% |
| 1Y | -14.7% | +11.9% | -26.6% | -21.0% |
| All | -36.5% | +49.5% | -85.9% | -53.7% |
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