+45.4%
CTA vs VOO
+95.7%
-50.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.1% |
| 7D | +3.3% | +0.1% | +3.2% | +3.4% |
| 30D | +12.0% | +0.1% | +11.9% | +12.0% |
| 3M | -2.1% | +2.0% | -4.1% | -1.7% |
| 6M | -2.8% | +13.0% | -15.8% | -1.0% |
| YTD | +8.4% | +13.6% | -5.2% | +10.4% |
| 1Y | +7.7% | +20.1% | -12.4% | +10.4% |
| 3Y | +34.2% | +77.6% | -43.4% | +46.0% |
| All | +45.4% | +95.7% | -50.3% | +61.3% |
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