+26.6%
CMSD vs VOO
+211.5%
-184.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -4.5% | +0.1% | -4.6% | -4.5% |
| 3M | -7.1% | +2.0% | -9.1% | -7.7% |
| 6M | -8.2% | +13.0% | -21.3% | -12.0% |
| YTD | -6.2% | +13.6% | -19.8% | -10.2% |
| 1Y | -8.0% | +20.1% | -28.1% | -13.5% |
| 3Y | +3.7% | +77.6% | -73.8% | -15.7% |
| 5Y | +3.1% | +82.4% | -79.3% | -17.8% |
| All | +26.6% | +211.5% | -184.9% | -21.6% |
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