-99.7%
CTRM price history and return analytics
+157.6%
-257.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -5.4% |
| 7D | -8.0% | +0.4% | -8.4% | -8.4% |
| 30D | -22.1% | -2.6% | -19.5% | -19.7% |
| 3M | -35.0% | -3.2% | -31.8% | -32.8% |
| 6M | -34.1% | +0.9% | -35.0% | -34.7% |
| YTD | -36.0% | +11.3% | -47.3% | -43.0% |
| 1Y | -31.0% | +14.0% | -45.0% | -40.0% |
| 3Y | -61.9% | +75.8% | -137.8% | -80.0% |
| 5Y | -94.5% | +57.8% | -152.3% | -96.7% |
| All | -99.7% | +157.6% | -257.4% | -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 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