-19.0%
CRPT vs VT
+70.0%
-89.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.7% | -0.7% |
| 7D | +3.6% | -0.1% | +3.7% | +4.2% |
| 30D | +30.5% | -0.7% | +31.1% | +33.4% |
| 3M | +15.2% | +4.0% | +11.2% | +4.6% |
| 6M | +13.7% | +12.3% | +1.5% | -15.9% |
| YTD | -1.3% | +14.0% | -15.4% | -28.8% |
| 1Y | -28.3% | +20.3% | -48.6% | -54.7% |
| 3Y | +174.5% | +75.4% | +99.1% | -31.9% |
| All | -19.0% | +70.0% | -89.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling