-71.2%
CTMX vs VOO
+365.3%
-436.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.4% |
| 7D | +15.6% | +0.1% | +15.5% | +15.2% |
| 30D | +10.7% | +0.1% | +10.7% | +10.6% |
| 3M | +16.7% | +2.0% | +14.7% | +13.3% |
| 6M | -26.8% | +13.0% | -39.9% | -38.4% |
| YTD | -12.9% | +13.6% | -26.5% | -26.8% |
| 1Y | +76.7% | +20.1% | +56.6% | +37.7% |
| 3Y | +147.3% | +77.6% | +69.8% | +15.8% |
| 5Y | -27.8% | +82.4% | -110.3% | -68.2% |
| 10Y | -69.3% | +316.8% | -386.1% | -96.2% |
| All | -71.2% | +365.3% | -436.6% | -97.0% |
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