-42.2%
CTEV price history and return analytics
+23.4%
-65.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.9% | -4.9% |
| 7D | +0.8% | +0.1% | +0.7% | +0.5% |
| 30D | +48.1% | +0.8% | +47.3% | +46.4% |
| 3M | +48.8% | +2.8% | +46.0% | +42.1% |
| 6M | +131.2% | +13.0% | +118.2% | +101.7% |
| YTD | -8.6% | +15.4% | -23.9% | -26.1% |
| All | -42.2% | +23.4% | -65.6% | -54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling