+2,694.8%
CMI vs VYM
+488.1%
+2,206.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.6% |
| 3M | -14.8% | +3.1% | -17.8% | -18.4% |
| 6M | +0.8% | +9.7% | -8.9% | -11.1% |
| YTD | +10.2% | +14.9% | -4.7% | -8.5% |
| 1Y | +37.4% | +17.6% | +19.9% | +10.6% |
| 3Y | +153.3% | +65.3% | +88.0% | +27.4% |
| 5Y | +167.6% | +78.7% | +88.9% | +20.5% |
| 10Y | +514.4% | +208.2% | +306.1% | +18.7% |
| All | +2,694.8% | +488.1% | +2,206.7% | +114.1% |
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