+37.8%
CTA vs VOO
+77.0%
-39.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.8% |
| 7D | +3.0% | -0.4% | +3.3% | +2.9% |
| 30D | +10.9% | -1.4% | +12.3% | +10.8% |
| 3M | +4.7% | +3.7% | +1.0% | +5.2% |
| 6M | +2.1% | +13.0% | -10.9% | +3.4% |
| YTD | +13.6% | +12.4% | +1.1% | +15.1% |
| 1Y | +15.3% | +18.6% | -3.3% | +17.0% |
| All | +37.8% | +77.0% | -39.2% | +49.6% |
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