+4,034.8%
CF vs VYM
+493.3%
+3,541.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.1% | +2.1% |
| 7D | +4.8% | +0.1% | +4.6% | +4.1% |
| 30D | +9.7% | +3.0% | +6.7% | +5.3% |
| 3M | +1.2% | -1.0% | +2.3% | +1.8% |
| 6M | +7.4% | +6.4% | +1.0% | -1.4% |
| YTD | +60.5% | +15.9% | +44.6% | +31.3% |
| 1Y | +50.7% | +18.7% | +32.0% | +19.6% |
| 3Y | +64.8% | +72.8% | -8.0% | -19.6% |
| 5Y | +115.8% | +71.2% | +44.5% | +5.5% |
| 10Y | +481.0% | +203.5% | +277.5% | +44.5% |
| All | +4,034.8% | +493.3% | +3,541.5% | +417.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling