-43.0%
CMMB vs VOO
+78.8%
-121.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +3.0% |
| 7D | +14.0% | -0.6% | +14.6% | +14.3% |
| 30D | -2.5% | -3.6% | +1.1% | +1.0% |
| 3M | -28.8% | -2.7% | -26.1% | -26.8% |
| 6M | -24.0% | +2.2% | -26.3% | -25.9% |
| YTD | -18.5% | +10.9% | -29.4% | -26.5% |
| 1Y | -50.2% | +11.3% | -61.5% | -55.2% |
| 3Y | -43.0% | +76.9% | -119.9% | -76.3% |
| All | -43.0% | +78.8% | -121.8% | -76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling