-99.7%
CTRM vs VT
+151.1%
-250.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.0% | +6.0% |
| 7D | -6.2% | -2.3% | -3.9% | -3.7% |
| 30D | -29.5% | -5.0% | -24.6% | -25.4% |
| 3M | -34.9% | -4.9% | -30.1% | -31.3% |
| 6M | -33.0% | -1.5% | -31.5% | -31.7% |
| YTD | -34.3% | +8.5% | -42.8% | -39.7% |
| 1Y | -26.7% | +11.4% | -38.1% | -34.5% |
| 3Y | -60.9% | +70.1% | -131.0% | -78.7% |
| 5Y | -94.2% | +53.7% | -147.9% | -96.4% |
| All | -99.7% | +151.1% | -250.8% | -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