+165.0%
CMI vs VYM
+77.5%
+87.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.3% |
| 7D | -0.7% | -0.8% | +0.1% | +0.4% |
| 30D | -12.4% | -2.2% | -10.1% | -9.7% |
| 3M | -14.8% | +3.1% | -17.8% | -18.3% |
| 6M | +0.8% | +9.7% | -8.9% | -10.5% |
| YTD | +10.2% | +14.9% | -4.7% | -7.3% |
| 1Y | +37.4% | +17.6% | +19.9% | +12.4% |
| 3Y | +153.3% | +65.3% | +88.0% | +38.0% |
| All | +165.0% | +77.5% | +87.5% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling