+2.9%
CTOS vs VOO
+240.0%
-237.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.9% |
| 7D | -5.1% | -0.6% | -4.5% | -4.4% |
| 30D | +9.0% | -3.6% | +12.6% | +13.2% |
| 3M | -5.4% | -2.7% | -2.6% | -2.5% |
| 6M | +3.9% | +2.2% | +1.7% | +2.3% |
| YTD | +75.0% | +10.9% | +64.1% | +60.4% |
| 1Y | +71.1% | +11.3% | +59.8% | +56.7% |
| 3Y | +102.8% | +76.9% | +25.9% | +30.5% |
| 5Y | -7.5% | +73.5% | -81.0% | -39.7% |
| All | +2.9% | +240.0% | -237.2% | -48.4% |
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