+50.7%
CF vs VYM
+19.0%
+31.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.1% | +2.9% |
| 7D | +4.8% | +0.1% | +4.6% | +4.8% |
| 30D | +9.7% | +3.0% | +6.7% | +11.5% |
| 3M | +1.2% | -1.0% | +2.3% | +0.2% |
| 6M | +7.4% | +6.4% | +1.0% | +11.9% |
| YTD | +60.5% | +15.9% | +44.6% | +66.9% |
| 1Y | +50.7% | +18.7% | +32.0% | +53.1% |
| All | +50.7% | +19.0% | +31.8% | +53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling