-36.1%
CTRM vs VOO
+79.1%
-115.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.6% | +8.8% | +8.7% |
| 7D | +9.8% | +0.5% | +9.3% | +9.3% |
| 30D | +26.0% | -0.9% | +26.9% | +26.9% |
| 3M | +19.0% | +3.9% | +15.1% | +15.7% |
| 6M | +17.4% | +14.5% | +2.8% | +6.2% |
| YTD | +24.2% | +13.0% | +11.2% | +13.5% |
| 1Y | +33.4% | +19.4% | +13.9% | +18.1% |
| 3Y | -36.1% | +78.9% | -114.9% | -52.2% |
| All | -36.1% | +79.1% | -115.2% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling