+818.4%
VOO vs CMI
+873.6%
-55.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | 0.0% |
| 7D | -0.4% | +0.7% | -1.1% | -0.7% |
| 30D | -1.4% | -12.3% | +10.9% | +3.6% |
| 3M | +3.7% | -16.8% | +20.5% | +10.4% |
| 6M | +13.0% | +1.5% | +11.5% | +10.5% |
| YTD | +12.4% | +9.8% | +2.6% | +5.9% |
| 1Y | +18.6% | +42.6% | -24.0% | +0.1% |
| 3Y | +78.1% | +151.0% | -72.9% | +17.6% |
| 5Y | +82.3% | +167.0% | -84.8% | +15.6% |
| 10Y | +322.5% | +512.2% | -189.6% | +87.4% |
| All | +818.4% | +873.6% | -55.2% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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