+27.7%
CL vs VYM
+18.7%
+9.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | +9.5% | +3.6% | +5.9% | +7.5% |
| 3M | +6.8% | -0.1% | +6.9% | +6.5% |
| 6M | +14.3% | +7.1% | +7.1% | +10.5% |
| YTD | +27.0% | +17.0% | +10.0% | +19.8% |
| All | +27.7% | +18.7% | +9.0% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling