-13.3%
CHMI vs VOO
+465.9%
-479.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | -0.3% | -0.4% | 0.0% | 0.0% |
| 30D | +4.7% | -1.4% | +6.0% | +5.9% |
| 3M | +28.5% | +3.7% | +24.8% | +23.8% |
| 6M | +21.0% | +13.0% | +8.0% | +7.5% |
| YTD | +24.3% | +12.4% | +11.9% | +11.0% |
| 1Y | +17.4% | +18.6% | -1.2% | -0.2% |
| 3Y | +23.8% | +78.1% | -54.3% | -28.3% |
| 5Y | -26.8% | +82.3% | -109.0% | -59.1% |
| 10Y | -30.1% | +322.5% | -352.6% | -78.5% |
| All | -13.3% | +465.9% | -479.2% | -76.5% |
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