+39.5%
CTA vs VOO
+92.8%
-53.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.7% |
| 7D | +1.2% | +3.3% | -2.1% | +1.7% |
| 30D | -9.4% | -2.7% | -6.7% | -9.7% |
| 3M | +1.0% | -1.7% | +2.7% | +0.8% |
| 6M | -13.1% | +3.1% | -16.2% | -12.5% |
| YTD | +4.0% | +11.9% | -8.0% | +5.8% |
| 1Y | +4.2% | +12.1% | -7.9% | +6.0% |
| 3Y | +21.7% | +78.6% | -56.8% | +32.8% |
| All | +39.5% | +92.8% | -53.4% | +54.5% |
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