+109.7%
CF vs VYM
+66.7%
+43.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +1.0% |
| 7D | -3.2% | -2.8% | -0.3% | -1.6% |
| 30D | +4.3% | +1.0% | +3.3% | +3.1% |
| 3M | +2.8% | -2.9% | +5.7% | +4.5% |
| 6M | +0.6% | +2.6% | -1.9% | -1.9% |
| YTD | +56.6% | +12.8% | +43.8% | +40.7% |
| 1Y | +49.6% | +16.8% | +32.8% | +30.5% |
| 3Y | +61.5% | +66.9% | -5.4% | 0.0% |
| All | +109.7% | +66.7% | +43.0% | +25.1% |
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 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