+51.2%
CME vs VYM
+64.0%
-12.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -2.4% | -1.9% | -0.5% | -2.2% |
| 30D | +6.2% | -2.6% | +8.8% | +6.4% |
| 3M | +4.4% | +3.6% | +0.8% | +4.1% |
| 6M | -9.6% | +8.7% | -18.3% | -10.3% |
| YTD | +3.8% | +14.1% | -10.3% | +2.6% |
| 1Y | +9.5% | +17.8% | -8.3% | +7.9% |
| All | +51.2% | +64.0% | -12.7% | +42.5% |
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 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