+712.3%
CAH vs VYM
+488.1%
+224.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.2% |
| 7D | -5.1% | -0.8% | -4.3% | -4.5% |
| 30D | +0.2% | -2.2% | +2.4% | +2.1% |
| 3M | +6.3% | +3.1% | +3.2% | +3.6% |
| 6M | +9.4% | +9.7% | -0.3% | +1.1% |
| YTD | +15.0% | +14.9% | +0.1% | +2.2% |
| 1Y | +55.4% | +17.6% | +37.9% | +35.3% |
| 3Y | +173.8% | +65.3% | +108.5% | +76.5% |
| 5Y | +395.2% | +78.7% | +316.5% | +197.5% |
| 10Y | +293.2% | +208.2% | +85.0% | +52.8% |
| All | +712.3% | +488.1% | +224.2% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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