-5.1%
CTOS vs VT
+155.3%
-160.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.1% | -4.1% | -3.8% |
| 7D | -14.8% | -4.2% | -10.7% | -10.8% |
| 30D | -6.6% | -5.8% | -0.8% | -0.2% |
| 3M | -15.7% | -5.2% | -10.4% | -10.4% |
| 6M | -6.3% | +0.1% | -6.5% | -6.0% |
| YTD | +61.5% | +8.2% | +53.2% | +49.8% |
| 1Y | +58.4% | +10.1% | +48.3% | +44.7% |
| 3Y | +47.2% | +69.7% | -22.5% | -7.7% |
| 5Y | -11.8% | +53.4% | -65.1% | -39.8% |
| All | -5.1% | +155.3% | -160.4% | -52.3% |
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 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