-58.3%
CTM vs VOO
+129.9%
-188.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.3% | +9.8% | +9.9% |
| 7D | +2.0% | -0.9% | +3.0% | +2.9% |
| 30D | -16.7% | -2.3% | -14.3% | -14.7% |
| 3M | -17.4% | -1.2% | -16.2% | -16.3% |
| 6M | -31.3% | +3.3% | -34.7% | -33.1% |
| YTD | -44.6% | +12.3% | -57.0% | -49.6% |
| 1Y | -58.0% | +12.5% | -70.5% | -61.8% |
| 3Y | +42.9% | +79.2% | -36.3% | +14.1% |
| All | -58.3% | +129.9% | -188.2% | -60.5% |
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