-49.3%
CTEV vs VOO
+79.1%
-128.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -0.9% |
| 7D | -4.2% | +0.5% | -4.7% | -5.1% |
| 30D | +15.7% | -0.9% | +16.6% | +17.9% |
| 3M | +39.3% | +3.9% | +35.4% | +31.4% |
| 6M | +119.1% | +14.5% | +104.6% | +83.5% |
| YTD | -11.8% | +13.0% | -24.7% | -25.3% |
| 1Y | -47.7% | +19.4% | -67.2% | -58.9% |
| 3Y | -49.3% | +78.9% | -128.2% | -77.1% |
| All | -49.3% | +79.1% | -128.4% | -77.1% |
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 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