+6.7%
CTAP vs VT
+9.1%
-2.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -3.3% |
| 7D | -15.0% | -4.2% | -10.9% | -14.0% |
| 30D | -13.7% | -5.8% | -7.9% | -12.3% |
| 3M | -1.2% | -5.2% | +4.0% | +0.1% |
| 6M | -16.5% | +0.1% | -16.6% | -16.6% |
| YTD | +4.8% | +8.2% | -3.4% | +1.8% |
| All | +6.7% | +9.1% | -2.5% | +3.5% |
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 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