+683.2%
CI vs VYM
+492.8%
+190.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +4.4% | -0.5% | +5.0% | +5.1% |
| 3M | +0.7% | +3.0% | -2.4% | -2.7% |
| 6M | +0.3% | +8.2% | -7.9% | -8.1% |
| YTD | +3.8% | +15.8% | -12.0% | -11.6% |
| 1Y | -5.5% | +20.8% | -26.3% | -23.2% |
| 3Y | +8.1% | +65.3% | -57.2% | -39.0% |
| 5Y | +42.8% | +76.6% | -33.8% | -25.9% |
| 10Y | +143.9% | +203.9% | -60.0% | -31.0% |
| All | +683.2% | +492.8% | +190.3% | -7.8% |
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