-28.4%
CTMX vs VOO
+82.3%
-110.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -0.9% |
| 7D | -0.5% | +0.5% | -1.1% | -1.3% |
| 30D | +5.5% | -0.9% | +6.4% | +6.8% |
| 3M | +24.1% | +3.9% | +20.3% | +17.6% |
| 6M | -22.0% | +14.5% | -36.5% | -35.2% |
| YTD | -14.3% | +13.0% | -27.3% | -27.1% |
| 1Y | +67.4% | +19.4% | +48.0% | +32.6% |
| 3Y | +162.6% | +78.9% | +83.7% | +35.4% |
| 5Y | -28.4% | +82.3% | -110.7% | -63.9% |
| All | -28.4% | +82.3% | -110.8% | -63.9% |
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