+385.3%
CL vs VYM
+498.6%
-113.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +3.2% | +3.7% | -0.5% | +1.0% |
| 30D | +8.0% | +3.7% | +4.4% | +5.7% |
| 3M | +7.9% | -0.7% | +8.6% | +8.3% |
| 6M | +14.7% | +7.2% | +7.5% | +10.0% |
| YTD | +29.2% | +16.9% | +12.2% | +17.5% |
| 1Y | +29.5% | +19.6% | +9.9% | +16.2% |
| 3Y | +40.7% | +74.6% | -33.9% | -0.6% |
| 5Y | +43.9% | +72.3% | -28.5% | +1.9% |
| 10Y | +87.2% | +206.5% | -119.3% | -8.6% |
| All | +385.3% | +498.6% | -113.4% | +58.4% |
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 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