+56.6%
CTS vs VT
+53.4%
+3.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.4% |
| 7D | -5.5% | -2.3% | -3.2% | -2.7% |
| 30D | -0.7% | -5.0% | +4.2% | +5.7% |
| 3M | -12.6% | -4.9% | -7.7% | -7.0% |
| 6M | -3.4% | -1.5% | -1.9% | -0.8% |
| YTD | +35.3% | +8.5% | +26.8% | +24.6% |
| 1Y | +41.5% | +11.4% | +30.2% | +26.7% |
| 3Y | +43.7% | +70.1% | -26.4% | -15.0% |
| All | +56.6% | +53.4% | +3.2% | +4.4% |
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