+74.2%
CEFS vs VOO
+72.8%
+1.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -1.8% | -0.6% | -1.2% | -1.4% |
| 30D | -3.2% | -3.6% | +0.4% | -1.2% |
| 3M | -4.9% | -2.7% | -2.2% | -3.5% |
| 6M | -1.4% | +2.2% | -3.7% | -2.6% |
| YTD | +9.1% | +10.9% | -1.8% | +3.2% |
| 1Y | +12.6% | +11.3% | +1.2% | +6.2% |
| 3Y | +73.0% | +76.9% | -3.9% | +26.5% |
| 5Y | +74.2% | +73.5% | +0.7% | +23.3% |
| All | +74.2% | +72.8% | +1.4% | +23.3% |
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