+83.7%
VOO vs CMG
-4.8%
+88.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | -2.1% | +1.3% | -0.3% |
| 30D | -1.1% | +10.9% | -12.0% | -3.7% |
| 3M | +3.9% | +15.8% | -12.0% | -1.0% |
| 6M | +13.6% | +6.9% | +6.7% | +10.3% |
| YTD | +12.7% | -2.2% | +14.9% | +11.8% |
| 1Y | +17.6% | -7.1% | +24.7% | +17.1% |
| 3Y | +77.3% | -7.1% | +84.4% | +67.8% |
| All | +83.7% | -4.8% | +88.5% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 5y: compounded portfolio wealth divided by compounded CMG 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…
5y analysis · Full analysis span regression · 6 months rolling