+107.8%
CB vs VYM
+71.9%
+35.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +2.9% | +3.7% | -0.7% | +0.2% |
| 30D | +7.3% | +3.7% | +3.6% | +4.4% |
| 3M | +9.4% | -0.7% | +10.1% | +9.9% |
| 6M | +19.6% | +7.2% | +12.4% | +13.2% |
| YTD | +21.5% | +16.9% | +4.5% | +7.2% |
| 1Y | +28.0% | +19.6% | +8.4% | +10.8% |
| 3Y | +74.9% | +74.6% | +0.3% | +7.3% |
| All | +107.8% | +71.9% | +35.9% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling