+234.6%
CF vs VYM
+77.8%
+156.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +1.0% |
| 7D | -0.9% | +0.1% | -1.1% | -1.0% |
| 30D | +18.1% | -1.3% | +19.4% | +19.1% |
| 3M | +23.4% | +4.1% | +19.3% | +19.6% |
| 6M | +17.1% | +9.8% | +7.3% | +8.3% |
| YTD | +76.2% | +15.3% | +60.9% | +56.2% |
| 1Y | +62.3% | +20.0% | +42.2% | +38.9% |
| 3Y | +71.8% | +66.2% | +5.6% | +6.9% |
| 5Y | +234.6% | +77.5% | +157.0% | +86.6% |
| All | +234.6% | +77.8% | +156.7% | +86.6% |
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