-56.6%
CMTG vs VOO
+20.9%
-77.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -4.7% | +0.1% | -4.8% | -4.6% |
| 3M | -36.0% | +2.0% | -38.0% | -36.9% |
| 6M | -41.1% | +13.0% | -54.1% | -48.0% |
| YTD | -47.1% | +13.6% | -60.6% | -53.2% |
| 1Y | -56.6% | +20.1% | -76.6% | -64.8% |
| All | -56.6% | +20.9% | -77.5% | -64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling