+3,616.8%
CLS vs VYM
+75.8%
+3,541.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.6% |
| 7D | +5.0% | -1.9% | +6.8% | +8.5% |
| 30D | +4.8% | -2.6% | +7.4% | +9.8% |
| 3M | -10.4% | +3.6% | -14.0% | -15.5% |
| 6M | +20.8% | +8.7% | +12.1% | +6.4% |
| YTD | +10.0% | +14.1% | -4.1% | -11.0% |
| 1Y | +28.5% | +17.8% | +10.7% | -0.4% |
| 3Y | +1,292.2% | +64.5% | +1,227.7% | +570.9% |
| 5Y | +3,616.8% | +77.5% | +3,539.3% | +1,443.4% |
| All | +3,616.8% | +75.8% | +3,541.0% | +1,443.4% |
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