+744.6%
CMS vs VYM
+492.8%
+251.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -3.6% | -0.5% | -3.1% | -3.2% |
| 3M | -1.9% | +3.0% | -4.9% | -4.1% |
| 6M | -11.0% | +8.2% | -19.2% | -15.9% |
| YTD | +0.2% | +15.8% | -15.6% | -9.9% |
| 1Y | -1.3% | +20.8% | -22.2% | -14.0% |
| 3Y | +35.9% | +65.3% | -29.3% | -6.4% |
| 5Y | +23.1% | +76.6% | -53.5% | -19.7% |
| 10Y | +117.9% | +203.9% | -86.0% | -7.3% |
| All | +744.6% | +492.8% | +251.8% | +112.0% |
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