-100.0%
CDT vs VOO
+79.0%
-179.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.3% | -10.4% | -9.4% |
| 7D | -50.0% | -0.9% | -49.1% | -49.8% |
| 30D | -96.1% | -2.3% | -93.8% | -96.1% |
| 3M | -100.0% | -1.2% | -98.8% | -100.0% |
| 6M | -100.0% | +3.3% | -103.3% | -100.0% |
| YTD | -100.0% | +12.3% | -112.3% | -100.0% |
| 1Y | -100.0% | +12.5% | -112.5% | -100.0% |
| 3Y | -100.0% | +79.2% | -179.2% | -100.0% |
| All | -100.0% | +79.0% | -179.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 all: compounded portfolio wealth divided by compounded VOO 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…
all analysis · Full analysis span regression · 6 months rolling