+66.5%
CF vs VYM
+19.4%
+47.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.6% |
| 7D | -0.8% | -1.0% | +0.1% | -1.3% |
| 30D | +14.3% | -2.0% | +16.3% | +13.2% |
| 3M | +27.9% | +3.1% | +24.8% | +29.4% |
| 6M | +25.5% | +8.9% | +16.6% | +31.6% |
| YTD | +81.2% | +14.7% | +66.5% | +81.5% |
| 1Y | +66.5% | +19.4% | +47.1% | +61.4% |
| All | +66.5% | +19.4% | +47.1% | +61.4% |
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