-99.8%
CTXR vs VT
+250.5%
-350.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -2.3% | +0.4% | -2.8% | -2.6% |
| 30D | -24.7% | +1.0% | -25.7% | -25.0% |
| 3M | -0.3% | +2.4% | -2.7% | -1.3% |
| 6M | -27.9% | +12.0% | -39.9% | -32.4% |
| YTD | -24.3% | +15.3% | -39.7% | -29.9% |
| 1Y | -48.9% | +22.6% | -71.5% | -54.0% |
| 3Y | -97.5% | +74.7% | -172.1% | -98.1% |
| 5Y | -98.9% | +66.1% | -165.0% | -99.1% |
| 10Y | -99.8% | +225.0% | -324.8% | -99.8% |
| All | -99.8% | +250.5% | -350.3% | -99.9% |
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