+179.0%
CTO vs VT
+345.0%
-166.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +2.5% |
| 7D | +2.9% | -4.2% | +7.1% | +7.1% |
| 30D | -1.8% | -5.8% | +4.0% | +3.8% |
| 3M | -5.9% | -5.2% | -0.6% | -1.2% |
| 6M | +1.6% | +0.1% | +1.4% | +0.2% |
| YTD | +15.8% | +8.2% | +7.6% | +5.1% |
| 1Y | +27.5% | +10.1% | +17.4% | +13.5% |
| 3Y | +52.4% | +69.7% | -17.2% | -13.8% |
| 5Y | +60.3% | +53.4% | +7.0% | -1.5% |
| 10Y | +160.7% | +219.2% | -58.5% | -30.7% |
| All | +179.0% | +345.0% | -166.0% | -59.6% |
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