+430.6%
CME vs VYM
+492.8%
-62.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +6.2% | -0.5% | +6.8% | +6.8% |
| 3M | +10.4% | +3.0% | +7.4% | +6.7% |
| 6M | -9.5% | +8.2% | -17.7% | -17.5% |
| YTD | +6.0% | +15.8% | -9.8% | -10.5% |
| 1Y | +9.3% | +20.8% | -11.6% | -12.2% |
| 3Y | +57.7% | +65.3% | -7.6% | -14.6% |
| 5Y | +77.7% | +76.6% | +1.1% | -13.1% |
| 10Y | +281.2% | +203.9% | +77.3% | -8.9% |
| All | +430.6% | +492.8% | -62.2% | -46.6% |
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