-82.0%
CTMX vs VOO
+306.9%
-388.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.5% |
| 7D | -9.2% | -0.6% | -8.6% | -8.5% |
| 30D | -23.0% | -3.6% | -19.3% | -18.9% |
| 3M | -42.4% | -2.7% | -39.7% | -40.2% |
| 6M | -50.3% | +2.2% | -52.5% | -51.8% |
| YTD | -53.5% | +10.9% | -64.4% | -59.5% |
| 1Y | -52.7% | +11.3% | -64.1% | -59.0% |
| 3Y | +69.2% | +76.9% | -7.7% | -19.0% |
| 5Y | -72.0% | +73.5% | -145.5% | -86.5% |
| 10Y | -82.0% | +307.7% | -389.7% | -97.7% |
| All | -82.0% | +306.9% | -388.9% | -97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling