-38.4%
CRTO vs VOO
+79.1%
-117.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +1.2% |
| 7D | +1.9% | +0.5% | +1.4% | +1.4% |
| 30D | -3.5% | -0.9% | -2.5% | -2.6% |
| 3M | +3.1% | +3.9% | -0.8% | -0.4% |
| 6M | -10.1% | +14.5% | -24.7% | -21.5% |
| YTD | -13.9% | +13.0% | -26.9% | -23.9% |
| 1Y | -25.3% | +19.4% | -44.7% | -37.7% |
| 3Y | -38.4% | +78.9% | -117.2% | -59.7% |
| All | -38.4% | +79.1% | -117.5% | -59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling