+1,063.8%
CME vs VOO
+800.4%
+263.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +3.9% | +2.6% | +1.4% | +2.1% |
| 30D | +11.3% | -2.0% | +13.3% | +12.6% |
| 3M | +19.6% | -2.8% | +22.3% | +21.5% |
| 6M | +8.1% | +2.2% | +5.9% | +5.5% |
| YTD | +20.4% | +11.5% | +8.9% | +9.8% |
| 1Y | +16.5% | +13.5% | +3.0% | +4.8% |
| 3Y | +66.4% | +78.1% | -11.6% | +1.0% |
| 5Y | +74.5% | +73.1% | +1.3% | +6.3% |
| 10Y | +308.5% | +310.7% | -2.3% | +7.8% |
| All | +1,063.8% | +800.4% | +263.3% | +17.5% |
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