+11.6%
CTAP vs VT
+13.8%
-2.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.6% |
| 7D | -12.6% | -0.3% | -12.3% | -12.5% |
| 30D | -8.5% | -1.4% | -7.0% | -8.1% |
| 3M | +4.2% | -1.4% | +5.6% | +4.6% |
| 6M | -13.0% | +5.5% | -18.5% | -14.4% |
| YTD | +9.7% | +12.8% | -3.2% | +5.2% |
| All | +11.6% | +13.8% | -2.2% | +7.1% |
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