-84.2%
CTMX price history and return analytics
+238.6%
-322.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.3% |
| 7D | -4.7% | +2.9% | -7.6% | -9.0% |
| 30D | -12.3% | -2.5% | -9.7% | -8.8% |
| 3M | -41.5% | -3.3% | -38.2% | -38.4% |
| 6M | -47.4% | +1.5% | -49.0% | -48.7% |
| YTD | -52.1% | +11.4% | -63.5% | -58.8% |
| 1Y | -51.8% | +11.9% | -63.7% | -58.7% |
| 3Y | +74.4% | +73.9% | +0.5% | -18.9% |
| 5Y | -70.9% | +57.9% | -128.8% | -84.7% |
| 10Y | -81.8% | +222.6% | -304.4% | -96.7% |
| All | -84.2% | +238.6% | -322.8% | -97.1% |
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 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