+43.2%
CRT vs VT
+65.7%
-22.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | +6.9% | -0.1% | +7.0% | +7.0% |
| 30D | +14.9% | -0.7% | +15.5% | +15.3% |
| 3M | +6.7% | +4.0% | +2.7% | +3.8% |
| 6M | +18.8% | +12.3% | +6.5% | +9.8% |
| YTD | +47.5% | +14.0% | +33.5% | +34.6% |
| 1Y | +47.1% | +20.3% | +26.8% | +29.1% |
| 3Y | -32.3% | +75.4% | -107.7% | -55.9% |
| 5Y | +43.2% | +66.0% | -22.8% | -7.9% |
| All | +43.2% | +65.7% | -22.5% | -7.9% |
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 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