+23.9%
CGMM vs VOO
+31.0%
-7.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | 0.0% |
| 7D | -2.1% | -0.8% | -1.3% | -1.3% |
| 30D | -4.5% | -1.1% | -3.4% | -3.4% |
| 3M | +1.0% | +3.9% | -2.9% | -3.0% |
| 6M | +7.0% | +13.6% | -6.6% | -6.6% |
| YTD | +11.2% | +12.7% | -1.5% | -2.2% |
| 1Y | +11.7% | +17.6% | -5.8% | -5.9% |
| All | +23.9% | +31.0% | -7.1% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling