+1,056.1%
CME vs VOO
+806.9%
+249.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.3% |
| 7D | +2.5% | -0.9% | +3.4% | +3.0% |
| 30D | +13.9% | -2.3% | +16.3% | +15.5% |
| 3M | +22.4% | -1.2% | +23.5% | +22.9% |
| 6M | +12.9% | +3.3% | +9.6% | +9.3% |
| YTD | +19.6% | +12.3% | +7.3% | +8.5% |
| 1Y | +17.7% | +12.5% | +5.2% | +6.5% |
| 3Y | +65.3% | +79.2% | -13.9% | -0.1% |
| 5Y | +75.1% | +75.7% | -0.5% | +5.4% |
| 10Y | +305.8% | +313.7% | -7.9% | +6.5% |
| All | +1,056.1% | +806.9% | +249.2% | +16.2% |
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 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