+3,301.8%
CLS vs VYM
+490.3%
+2,811.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.1% | +6.2% |
| 7D | +12.8% | +0.1% | +12.6% | +12.6% |
| 30D | +3.8% | -1.3% | +5.1% | +5.5% |
| 3M | -14.6% | +4.1% | -18.7% | -18.5% |
| 6M | +32.2% | +9.8% | +22.4% | +19.5% |
| YTD | +11.6% | +15.3% | -3.7% | -5.0% |
| 1Y | +35.1% | +20.0% | +15.0% | +10.3% |
| 3Y | +1,312.5% | +66.2% | +1,246.3% | +713.2% |
| 5Y | +3,542.1% | +77.5% | +3,464.5% | +1,881.1% |
| 10Y | +2,944.0% | +201.7% | +2,742.3% | +839.0% |
| All | +3,301.8% | +490.3% | +2,811.5% | +427.6% |
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