+362.4%
CFG vs VYM
+252.0%
+110.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.6% |
| 7D | +1.5% | 0.0% | +1.5% | +1.6% |
| 30D | -3.8% | -0.5% | -3.3% | -2.9% |
| 3M | +11.5% | +3.0% | +8.5% | +6.3% |
| 6M | +19.2% | +8.2% | +11.0% | +4.9% |
| YTD | +23.7% | +15.8% | +7.9% | -2.4% |
| 1Y | +38.8% | +20.8% | +18.0% | +2.5% |
| 3Y | +178.9% | +65.3% | +113.6% | +27.7% |
| 5Y | +101.8% | +76.6% | +25.2% | -14.4% |
| 10Y | +317.3% | +203.9% | +113.4% | -6.9% |
| All | +362.4% | +252.0% | +110.4% | -10.6% |
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 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