+116.0%
CMS vs VYM
+209.2%
-93.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.2% |
| 7D | -1.9% | -0.8% | -1.1% | -1.4% |
| 30D | -4.1% | -2.2% | -1.8% | -2.7% |
| 3M | -7.1% | +3.1% | -10.1% | -8.9% |
| 6M | -10.1% | +9.7% | -19.8% | -15.5% |
| YTD | -1.7% | +14.9% | -16.6% | -10.5% |
| 1Y | -3.4% | +17.6% | -20.9% | -13.4% |
| 3Y | +31.6% | +65.3% | -33.8% | -7.5% |
| 5Y | +23.3% | +78.7% | -55.4% | -18.3% |
| All | +116.0% | +209.2% | -93.1% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling