+8.4%
CTNM vs VT
+54.8%
-46.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -4.9% | -4.9% |
| 7D | -2.1% | +0.4% | -2.5% | -2.5% |
| 30D | +9.4% | +1.0% | +8.4% | +8.4% |
| 3M | +35.3% | +2.4% | +33.0% | +32.7% |
| 6M | +12.4% | +12.0% | +0.4% | +2.1% |
| YTD | +46.1% | +15.3% | +30.8% | +29.9% |
| 1Y | +52.0% | +22.6% | +29.4% | +28.8% |
| All | +8.4% | +54.8% | -46.4% | -24.3% |
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