+69.6%
CEFS vs VOO
+67.9%
+1.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | -3.3% | -2.7% | -0.5% | -1.7% |
| 30D | -6.0% | -5.4% | -0.6% | -3.0% |
| 3M | -6.1% | -4.1% | -2.0% | -3.9% |
| 6M | -3.3% | +0.7% | -4.1% | -3.7% |
| YTD | +6.6% | +8.7% | -2.1% | +1.9% |
| 1Y | +10.0% | +11.0% | -1.0% | +4.0% |
| 3Y | +68.5% | +75.5% | -6.9% | +23.9% |
| All | +69.6% | +67.9% | +1.7% | +21.6% |
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