+377.1%
CL vs VYM
+498.9%
-121.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.7% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +9.5% | +3.6% | +5.9% | +7.2% |
| 3M | +6.8% | -0.1% | +6.9% | +6.8% |
| 6M | +14.3% | +7.1% | +7.1% | +9.6% |
| YTD | +27.0% | +17.0% | +10.0% | +15.5% |
| 1Y | +26.3% | +19.0% | +7.3% | +13.7% |
| 3Y | +39.3% | +74.4% | -35.2% | -1.5% |
| 5Y | +41.5% | +72.7% | -31.2% | +0.1% |
| 10Y | +84.1% | +206.6% | -122.5% | -10.2% |
| All | +377.1% | +498.9% | -121.7% | +55.7% |
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 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