+1,338.0%
CLS vs VYM
+65.1%
+1,272.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +5.9% | +5.1% |
| 7D | +10.9% | -0.8% | +11.7% | +12.9% |
| 30D | +2.1% | -2.2% | +4.3% | +7.1% |
| 3M | -10.2% | +3.1% | -13.3% | -15.5% |
| 6M | +30.4% | +9.7% | +20.7% | +9.8% |
| YTD | +17.2% | +14.9% | +2.3% | -10.1% |
| 1Y | +41.0% | +17.6% | +23.5% | +4.5% |
| 3Y | +1,338.0% | +65.3% | +1,272.7% | +503.9% |
| All | +1,338.0% | +65.1% | +1,272.9% | +503.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling