+2.1%
CTOS vs VT
+66.2%
-64.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -0.1% | +0.4% | -0.6% | -0.8% |
| 30D | -16.7% | +1.0% | -17.7% | -17.9% |
| 3M | -8.1% | +2.4% | -10.5% | -11.3% |
| 6M | +30.2% | +12.0% | +18.2% | +10.0% |
| YTD | +59.5% | +15.3% | +44.2% | +29.1% |
| 1Y | +49.4% | +22.6% | +26.8% | +11.2% |
| 3Y | +35.1% | +74.7% | -39.5% | -35.4% |
| All | +2.1% | +66.2% | -64.1% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling