-11.6%
CMSC vs VOO
+13.0%
-24.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | -2.8% | -0.9% | -1.8% | -2.6% |
| 30D | +0.9% | -2.3% | +3.3% | +1.3% |
| 3M | -5.9% | -1.2% | -4.8% | -5.8% |
| 6M | -11.3% | +3.3% | -14.6% | -12.1% |
| YTD | -8.0% | +12.3% | -20.3% | -9.8% |
| 1Y | -11.6% | +12.5% | -24.1% | -13.4% |
| All | -11.6% | +13.0% | -24.6% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling