+1,006.4%
CMG vs VOO
+807.8%
+198.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.1% |
| 7D | -6.5% | -0.4% | -6.1% | -6.2% |
| 30D | +12.1% | -1.4% | +13.5% | +13.4% |
| 3M | +20.6% | +3.7% | +16.9% | +16.3% |
| 6M | +2.1% | +13.0% | -10.9% | -9.0% |
| YTD | -2.6% | +12.4% | -15.1% | -12.7% |
| 1Y | -8.7% | +18.6% | -27.3% | -21.9% |
| 3Y | -7.4% | +78.1% | -85.4% | -45.1% |
| 5Y | -5.7% | +82.3% | -87.9% | -44.7% |
| 10Y | +322.3% | +322.5% | -0.2% | +22.8% |
| All | +1,006.4% | +807.8% | +198.6% | +54.6% |
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 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