-39.1%
CTEV price history and return analytics
+12.2%
-51.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -3.5% |
| 7D | +33.0% | +2.9% | +30.1% | +25.8% |
| 30D | +13.4% | -2.5% | +15.9% | +19.1% |
| 3M | -23.8% | -3.3% | -20.5% | -18.1% |
| 6M | -5.7% | +1.5% | -7.2% | -4.8% |
| YTD | -37.1% | +11.4% | -48.4% | -45.1% |
| All | -39.1% | +12.2% | -51.4% | -50.4% |
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 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