+822.6%
VOO vs CMG
+1,019.7%
-197.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.5% | -1.5% | +2.0% | +0.8% |
| 30D | -0.9% | +12.7% | -13.7% | -3.5% |
| 3M | +3.9% | +26.3% | -22.4% | -2.0% |
| 6M | +14.5% | +4.5% | +10.0% | +12.3% |
| YTD | +13.0% | -0.1% | +13.1% | +11.6% |
| 1Y | +19.4% | -6.8% | +26.2% | +18.9% |
| 3Y | +78.9% | -5.0% | +83.9% | +74.3% |
| 5Y | +82.3% | -3.0% | +85.3% | +73.4% |
| 10Y | +314.2% | +323.6% | -9.3% | +192.5% |
| All | +822.6% | +1,019.7% | -197.1% | +423.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling