-35.2%
CITR price history and return analytics
+14.6%
-49.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.6% |
| 7D | -5.4% | -0.1% | -5.3% | -5.3% |
| 30D | -12.8% | -0.7% | -12.2% | -12.5% |
| 3M | -19.3% | +4.0% | -23.3% | -21.0% |
| 6M | -40.0% | +12.3% | -52.3% | -40.3% |
| YTD | -37.0% | +14.0% | -51.0% | -38.6% |
| All | -35.2% | +14.6% | -49.7% | -36.6% |
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