-93.8%
CTEV price history and return analytics
+190.6%
-284.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +2.3% |
| 7D | +4.7% | +0.4% | +4.3% | +4.5% |
| 30D | -2.7% | -2.6% | -0.1% | +0.9% |
| 3M | -26.4% | -3.2% | -23.1% | -22.7% |
| 6M | -11.1% | +0.9% | -12.1% | -9.7% |
| YTD | -43.9% | +11.3% | -55.2% | -49.6% |
| 1Y | -65.3% | +14.0% | -79.3% | -69.6% |
| 3Y | -57.1% | +75.8% | -133.0% | -75.9% |
| 5Y | -82.9% | +57.8% | -140.7% | -89.7% |
| All | -93.8% | +190.6% | -284.4% | -96.8% |
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