-99.7%
CTRM vs VT
+157.0%
-256.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | -3.7% | +2.4% | -6.0% | -6.2% |
| 30D | -22.0% | -1.5% | -20.5% | -20.6% |
| 3M | -42.0% | -4.1% | -37.9% | -39.4% |
| 6M | -32.8% | +0.6% | -33.4% | -33.1% |
| YTD | -36.7% | +11.0% | -47.8% | -43.4% |
| 1Y | -32.1% | +13.3% | -45.5% | -40.6% |
| 3Y | -55.6% | +73.4% | -129.0% | -76.2% |
| 5Y | -94.2% | +57.4% | -151.7% | -96.5% |
| All | -99.7% | +157.0% | -256.7% | -100.0% |
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 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