+79.0%
CTS vs VOO
+81.6%
-2.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.6% |
| 7D | -1.5% | -0.4% | -1.2% | -1.2% |
| 30D | -13.1% | -1.4% | -11.7% | -11.8% |
| 3M | -15.2% | +3.7% | -19.0% | -18.3% |
| 6M | +18.4% | +13.0% | +5.4% | +4.7% |
| YTD | +31.1% | +12.4% | +18.7% | +16.7% |
| 1Y | +36.6% | +18.6% | +18.0% | +15.3% |
| 3Y | +38.1% | +78.1% | -40.0% | -18.8% |
| 5Y | +79.0% | +82.3% | -3.2% | +6.0% |
| All | +79.0% | +81.6% | -2.5% | +6.0% |
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