+23.6%
CMS vs VYM
+76.9%
-53.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +0.2% | -1.0% | +1.1% | +0.7% |
| 30D | -1.3% | -2.0% | +0.7% | -0.1% |
| 3M | -5.4% | +3.1% | -8.4% | -7.1% |
| 6M | -10.3% | +8.9% | -19.2% | -14.9% |
| YTD | -0.2% | +14.7% | -15.0% | -8.3% |
| 1Y | -0.9% | +19.4% | -20.3% | -11.2% |
| 3Y | +34.0% | +65.4% | -31.4% | -4.7% |
| 5Y | +23.6% | +77.6% | -54.0% | -15.2% |
| All | +23.6% | +76.9% | -53.4% | -15.2% |
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