+2.1%
CTOS vs VOO
+82.6%
-80.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.3% |
| 7D | -0.1% | +0.1% | -0.2% | -0.3% |
| 30D | -16.7% | +0.1% | -16.7% | -16.8% |
| 3M | -8.1% | +2.0% | -10.1% | -10.6% |
| 6M | +30.2% | +13.0% | +17.1% | +10.5% |
| YTD | +59.5% | +13.6% | +46.0% | +34.6% |
| 1Y | +49.4% | +20.1% | +29.4% | +17.8% |
| 3Y | +35.1% | +77.6% | -42.4% | -32.2% |
| All | +2.1% | +82.6% | -80.5% | -49.0% |
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 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