+304.1%
CFG vs VYM
+207.1%
+97.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.3% |
| 7D | -1.7% | -1.9% | +0.2% | +1.5% |
| 30D | -4.6% | -2.6% | -2.0% | -0.2% |
| 3M | +7.9% | +3.6% | +4.3% | +1.7% |
| 6M | +19.9% | +8.7% | +11.2% | +4.1% |
| YTD | +21.7% | +14.1% | +7.6% | -2.6% |
| 1Y | +38.4% | +17.8% | +20.6% | +5.1% |
| 3Y | +187.0% | +64.5% | +122.5% | +27.1% |
| 5Y | +99.5% | +77.5% | +22.0% | -20.1% |
| All | +304.1% | +207.1% | +97.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling