-4.8%
CTOS vs VOO
+233.4%
-238.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | 0.0% |
| 7D | -12.0% | -2.7% | -9.3% | -9.6% |
| 30D | -1.2% | -5.4% | +4.2% | +4.3% |
| 3M | -15.6% | -4.1% | -11.6% | -12.1% |
| 6M | -6.4% | +0.7% | -7.2% | -6.7% |
| YTD | +62.0% | +8.7% | +53.3% | +51.1% |
| 1Y | +60.9% | +11.0% | +49.9% | +47.7% |
| 3Y | +54.0% | +75.5% | -21.5% | 0.0% |
| 5Y | -11.5% | +68.4% | -79.8% | -40.9% |
| All | -4.8% | +233.4% | -238.2% | -51.4% |
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 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