-27.5%
CGEM vs VOO
+117.5%
-145.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.1% |
| 7D | -0.5% | +0.5% | -1.0% | -1.2% |
| 30D | +22.3% | -0.9% | +23.3% | +23.8% |
| 3M | +63.3% | +3.9% | +59.4% | +55.3% |
| 6M | +37.8% | +14.5% | +23.3% | +15.7% |
| YTD | +109.6% | +13.0% | +96.6% | +78.8% |
| 1Y | +217.1% | +19.4% | +197.7% | +152.6% |
| 3Y | +110.6% | +78.9% | +31.7% | -0.7% |
| 5Y | -25.0% | +82.3% | -107.2% | -63.9% |
| All | -27.5% | +117.5% | -145.0% | -74.3% |
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 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