-99.7%
CTRM vs VT
+150.5%
-250.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.1% | -2.5% | -2.1% |
| 7D | -17.4% | -4.2% | -13.2% | -13.3% |
| 30D | -34.4% | -5.8% | -28.6% | -29.9% |
| 3M | -38.5% | -5.2% | -33.2% | -34.8% |
| 6M | -38.3% | +0.1% | -38.4% | -38.3% |
| YTD | -38.2% | +8.2% | -46.4% | -43.1% |
| 1Y | -35.4% | +10.1% | -45.5% | -41.5% |
| 3Y | -63.9% | +69.7% | -133.6% | -80.3% |
| 5Y | -94.5% | +53.4% | -147.9% | -96.6% |
| All | -99.7% | +150.5% | -250.3% | -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