+871.2%
CB vs VYM
+498.6%
+372.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +2.9% | +3.7% | -0.7% | -0.9% |
| 30D | +7.3% | +3.7% | +3.6% | +3.2% |
| 3M | +9.4% | -0.7% | +10.1% | +10.0% |
| 6M | +19.6% | +7.2% | +12.4% | +10.8% |
| YTD | +21.5% | +16.9% | +4.5% | +2.3% |
| 1Y | +28.0% | +19.6% | +8.4% | +5.1% |
| 3Y | +74.9% | +74.6% | +0.3% | -5.6% |
| 5Y | +108.1% | +72.3% | +35.8% | +13.5% |
| 10Y | +251.8% | +206.5% | +45.3% | +3.5% |
| All | +871.2% | +498.6% | +372.6% | +36.1% |
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