+2,973.8%
CMG vs VYM
+484.2%
+2,489.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | -3.8% | -1.9% | -2.0% | -2.3% |
| 30D | +12.9% | -2.6% | +15.5% | +15.5% |
| 3M | +18.8% | +3.6% | +15.2% | +15.0% |
| 6M | +4.1% | +8.7% | -4.6% | -3.4% |
| YTD | -2.4% | +14.1% | -16.5% | -13.0% |
| 1Y | -6.7% | +17.8% | -24.5% | -19.0% |
| 3Y | -7.1% | +64.5% | -71.7% | -39.7% |
| 5Y | -5.0% | +77.5% | -82.5% | -42.0% |
| 10Y | +323.5% | +206.1% | +117.4% | +53.7% |
| All | +2,973.8% | +484.2% | +2,489.7% | +562.5% |
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 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