-20.6%
CRPT vs VT
+68.6%
-89.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | +0.3% |
| 7D | -7.9% | -2.0% | -5.9% | -2.7% |
| 30D | +28.0% | -1.4% | +29.5% | +33.6% |
| 3M | +15.0% | +4.7% | +10.2% | +2.6% |
| 6M | +12.3% | +11.4% | +0.9% | -15.1% |
| YTD | -3.3% | +13.1% | -16.3% | -28.6% |
| 1Y | -30.8% | +19.0% | -49.8% | -55.0% |
| 3Y | +169.2% | +73.9% | +95.2% | -31.7% |
| All | -20.6% | +68.6% | -89.2% | -72.5% |
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