+329.7%
CFG vs VYM
+255.4%
+74.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.8% |
| 7D | +3.2% | +3.7% | -0.5% | -2.7% |
| 30D | +5.1% | +3.7% | +1.4% | -1.0% |
| 3M | -11.2% | -0.7% | -10.5% | -10.2% |
| 6M | +9.6% | +7.2% | +2.3% | -2.1% |
| YTD | +15.0% | +16.9% | -2.0% | -10.7% |
| 1Y | +29.9% | +19.6% | +10.2% | -2.7% |
| 3Y | +192.1% | +74.6% | +117.5% | +21.8% |
| 5Y | +62.3% | +72.3% | -10.0% | -28.6% |
| 10Y | +219.2% | +206.5% | +12.7% | -29.8% |
| All | +329.7% | +255.4% | +74.3% | -18.3% |
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