-85.5%
CTEV vs VOO
+81.6%
-167.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.1% |
| 7D | -9.8% | -0.4% | -9.4% | -9.3% |
| 30D | +6.5% | -1.4% | +7.9% | +9.0% |
| 3M | +28.0% | +3.7% | +24.3% | +22.0% |
| 6M | +116.4% | +13.0% | +103.4% | +87.9% |
| YTD | -15.1% | +12.4% | -27.5% | -26.4% |
| 1Y | -49.9% | +18.6% | -68.5% | -59.3% |
| 3Y | -51.2% | +78.1% | -129.3% | -75.8% |
| 5Y | -85.5% | +82.3% | -167.8% | -93.2% |
| All | -85.5% | +81.6% | -167.1% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling