-99.7%
CTRM price history and return analytics
+157.7%
-257.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.8% |
| 7D | +2.3% | +2.9% | -0.5% | -0.8% |
| 30D | -23.8% | -2.5% | -21.3% | -21.6% |
| 3M | -37.3% | -3.3% | -34.0% | -35.0% |
| 6M | -33.2% | +1.5% | -34.7% | -34.2% |
| YTD | -36.7% | +11.4% | -48.1% | -43.6% |
| 1Y | -35.9% | +11.9% | -47.8% | -43.2% |
| 3Y | -60.4% | +73.9% | -134.3% | -78.9% |
| 5Y | -94.2% | +57.9% | -152.1% | -96.5% |
| All | -99.7% | +157.7% | -257.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling