+314.2%
VOO vs CMS
+117.1%
+197.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.7% |
| 7D | +0.5% | +1.2% | -0.7% | +0.1% |
| 30D | -0.9% | -3.2% | +2.2% | +0.1% |
| 3M | +3.9% | -2.2% | +6.1% | +4.4% |
| 6M | +14.5% | -9.4% | +24.0% | +17.9% |
| YTD | +13.0% | +0.7% | +12.3% | +11.8% |
| 1Y | +19.4% | +0.4% | +19.1% | +18.2% |
| 3Y | +78.9% | +35.2% | +43.7% | +55.3% |
| 5Y | +82.3% | +24.1% | +58.1% | +61.8% |
| 10Y | +314.2% | +115.8% | +198.4% | +221.3% |
| All | +314.2% | +117.1% | +197.1% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling