+28.3%
CL vs VYM
+76.9%
-48.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -2.3% | -1.0% | -1.3% | -1.8% |
| 30D | -5.5% | -2.0% | -3.5% | -4.5% |
| 3M | +0.8% | +3.1% | -2.2% | -0.6% |
| 6M | -4.2% | +8.9% | -13.1% | -8.1% |
| YTD | +13.4% | +14.7% | -1.3% | +6.1% |
| 1Y | +7.1% | +19.4% | -12.4% | -1.9% |
| 3Y | +29.0% | +65.4% | -36.4% | -2.0% |
| 5Y | +28.3% | +77.6% | -49.3% | -6.4% |
| All | +28.3% | +76.9% | -48.6% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling