-50.4%
CTEV price history and return analytics
+12.5%
-62.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.5% | -0.5% | +19.9% | +20.4% |
| 7D | +36.5% | -0.1% | +36.7% | +36.8% |
| 30D | +16.3% | -3.1% | +19.3% | +24.0% |
| 3M | -15.8% | -3.5% | -12.4% | -8.7% |
| 6M | +6.2% | +0.5% | +5.7% | +8.9% |
| YTD | -32.9% | +10.8% | -43.7% | -45.7% |
| 1Y | -50.4% | +11.9% | -62.3% | -61.2% |
| All | -50.4% | +12.5% | -62.9% | -61.2% |
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