+4.6%
CTA vs VOO
+14.7%
-10.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.6% | -7.3% | -4.7% |
| 7D | -11.4% | -0.7% | -10.7% | -11.7% |
| 30D | -6.9% | -1.1% | -5.8% | -7.4% |
| 3M | +6.5% | -0.3% | +6.8% | +6.7% |
| 6M | -15.7% | +7.4% | -23.0% | -12.3% |
| YTD | +2.8% | +13.4% | -10.6% | +10.9% |
| 1Y | +4.6% | +14.8% | -10.2% | +12.1% |
| All | +4.6% | +14.7% | -10.0% | +12.1% |
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 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