+563.0%
CTS vs VT
+374.2%
+188.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | +1.1% | +0.4% | +0.6% | +0.5% |
| 30D | -14.4% | +1.0% | -15.3% | -15.4% |
| 3M | -13.7% | +2.4% | -16.1% | -15.9% |
| 6M | +10.3% | +12.0% | -1.7% | -3.2% |
| YTD | +33.6% | +15.3% | +18.2% | +13.2% |
| 1Y | +34.7% | +22.6% | +12.1% | +6.4% |
| 3Y | +28.9% | +74.7% | -45.8% | -32.0% |
| 5Y | +69.9% | +66.1% | +3.7% | -6.2% |
| 10Y | +209.1% | +225.0% | -15.9% | -24.1% |
| All | +563.0% | +374.2% | +188.8% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling