+32.7%
CMSC vs VOO
+197.9%
-165.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -4.2% | +0.1% | -4.3% | -4.3% |
| 3M | -6.4% | +2.0% | -8.4% | -7.1% |
| 6M | -8.4% | +13.0% | -21.5% | -12.0% |
| YTD | -5.0% | +13.6% | -18.6% | -9.0% |
| 1Y | -7.3% | +20.1% | -27.4% | -12.8% |
| 3Y | +5.1% | +77.6% | -72.4% | -14.0% |
| 5Y | +4.2% | +82.4% | -78.2% | -16.4% |
| All | +32.7% | +197.9% | -165.2% | -16.1% |
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