+158.4%
CMRE vs VOO
+734.5%
-576.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.6% |
| 7D | -2.4% | -0.4% | -2.0% | -2.1% |
| 30D | +4.4% | -1.4% | +5.8% | +5.8% |
| 3M | -5.3% | +3.7% | -9.0% | -8.9% |
| 6M | -10.1% | +13.0% | -23.2% | -20.4% |
| YTD | -3.1% | +12.4% | -15.6% | -13.7% |
| 1Y | +24.4% | +18.6% | +5.8% | +5.1% |
| 3Y | +67.5% | +78.1% | -10.6% | -5.6% |
| 5Y | +12.8% | +82.3% | -69.4% | -37.9% |
| 10Y | +143.2% | +322.5% | -179.3% | -39.7% |
| All | +158.4% | +734.5% | -576.2% | -61.2% |
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