-88.1%
CMTG vs VOO
+77.2%
-165.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -2.7% |
| 7D | -6.8% | -0.8% | -6.0% | -6.1% |
| 30D | -18.8% | -1.1% | -17.7% | -17.9% |
| 3M | -39.8% | +3.9% | -43.7% | -41.9% |
| 6M | -37.1% | +13.6% | -50.7% | -44.0% |
| YTD | -50.7% | +12.7% | -63.4% | -55.6% |
| 1Y | -60.4% | +17.6% | -77.9% | -65.7% |
| 3Y | -85.4% | +77.3% | -162.7% | -90.8% |
| All | -88.1% | +77.2% | -165.3% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling