+471.5%
CF vs VYM
+205.6%
+265.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.3% |
| 7D | +4.8% | +3.7% | +1.1% | +0.7% |
| 30D | +4.7% | +3.7% | +1.0% | +0.1% |
| 3M | +7.4% | -0.7% | +8.1% | +7.6% |
| 6M | +0.6% | +7.2% | -6.6% | -7.8% |
| YTD | +64.1% | +16.9% | +47.2% | +34.6% |
| 1Y | +51.4% | +19.6% | +31.8% | +20.8% |
| 3Y | +67.8% | +74.6% | -6.8% | -17.3% |
| 5Y | +114.1% | +72.3% | +41.8% | +6.1% |
| All | +471.5% | +205.6% | +265.8% | +35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling