+77.2%
CME vs VOO
+82.3%
-5.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -2.9% | +0.5% | -3.4% | -3.0% |
| 30D | +5.5% | -0.9% | +6.5% | +5.8% |
| 3M | +11.0% | +3.9% | +7.1% | +9.9% |
| 6M | -9.7% | +14.5% | -24.2% | -13.0% |
| YTD | +4.9% | +13.0% | -8.1% | +1.3% |
| 1Y | +10.1% | +19.4% | -9.3% | +4.5% |
| 3Y | +53.5% | +78.9% | -25.4% | +21.2% |
| 5Y | +77.2% | +82.3% | -5.1% | +38.6% |
| All | +77.2% | +82.3% | -5.2% | +38.6% |
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