-44.2%
CTM price history and return analytics
+21.4%
-65.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.8% |
| 7D | +10.5% | +1.0% | +9.5% | +8.3% |
| 30D | +2.4% | -0.2% | +2.7% | +3.1% |
| 3M | -11.8% | +4.5% | -16.3% | -20.3% |
| 6M | -30.0% | +14.1% | -44.1% | -46.7% |
| YTD | -30.2% | +14.8% | -45.0% | -47.3% |
| 1Y | -44.2% | +21.2% | -65.4% | -61.7% |
| All | -44.2% | +21.4% | -65.6% | -61.7% |
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