-29.6%
CLS vs VYM
+21.8%
-51.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.2% | -10.3% | -12.3% |
| 7D | -21.1% | +1.2% | -22.3% | -23.9% |
| 30D | -38.2% | +5.2% | -43.5% | -47.1% |
| 3M | -36.3% | +0.5% | -36.8% | -37.1% |
| 6M | -43.8% | +7.7% | -51.5% | -54.4% |
| YTD | -20.0% | +17.2% | -37.2% | -51.8% |
| 1Y | -29.6% | +21.7% | -51.3% | -63.5% |
| All | -29.6% | +21.8% | -51.4% | -63.5% |
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