+424.9%
CME vs VYM
+490.3%
-65.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | +5.5% | -1.3% | +6.8% | +7.0% |
| 3M | +11.0% | +4.1% | +6.9% | +6.1% |
| 6M | -9.7% | +9.8% | -19.5% | -19.0% |
| YTD | +4.9% | +15.3% | -10.5% | -11.0% |
| 1Y | +10.1% | +20.0% | -9.9% | -10.9% |
| 3Y | +53.5% | +66.2% | -12.7% | -17.4% |
| 5Y | +77.2% | +77.5% | -0.4% | -14.0% |
| 10Y | +282.1% | +201.7% | +80.4% | -7.9% |
| All | +424.9% | +490.3% | -65.4% | -47.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling