-34.2%
CTRM price history and return analytics
+13.3%
-47.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +3.4% |
| 7D | -2.9% | -0.7% | -2.2% | -1.9% |
| 30D | -24.0% | -1.7% | -22.3% | -22.1% |
| 3M | -35.4% | -2.3% | -33.1% | -33.5% |
| 6M | -32.5% | +1.5% | -34.0% | -33.4% |
| YTD | -35.7% | +12.0% | -47.8% | -45.0% |
| 1Y | -34.2% | +12.9% | -47.0% | -43.9% |
| All | -34.2% | +13.3% | -47.4% | -43.9% |
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