-87.5%
CMTG vs VOO
+76.8%
-164.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.0% |
| 7D | +3.9% | -0.4% | +4.3% | +4.3% |
| 30D | -10.7% | -1.4% | -9.4% | -9.5% |
| 3M | -35.0% | +3.7% | -38.7% | -37.2% |
| 6M | -38.0% | +13.0% | -51.1% | -44.5% |
| YTD | -48.4% | +12.4% | -60.8% | -53.4% |
| 1Y | -57.9% | +18.6% | -76.5% | -63.8% |
| 3Y | -84.6% | +78.1% | -162.7% | -90.3% |
| All | -87.5% | +76.8% | -164.3% | -92.8% |
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 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