-5.1%
CTOS vs VOO
+232.4%
-237.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.4% | -3.8% | -4.1% |
| 7D | -14.8% | -4.7% | -10.1% | -10.8% |
| 30D | -6.6% | -5.9% | -0.7% | -0.9% |
| 3M | -15.7% | -4.5% | -11.2% | -11.8% |
| 6M | -6.3% | +1.9% | -8.2% | -7.5% |
| YTD | +61.5% | +8.4% | +53.1% | +51.1% |
| 1Y | +58.4% | +9.5% | +49.0% | +47.3% |
| 3Y | +47.2% | +75.3% | -28.1% | -4.3% |
| 5Y | -11.8% | +67.9% | -79.6% | -41.0% |
| All | -5.1% | +232.4% | -237.5% | -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