+5.6%
CNC vs VYM
+77.5%
-71.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.1% |
| 7D | -0.9% | -0.8% | -0.1% | -0.3% |
| 30D | -1.0% | -2.2% | +1.3% | +0.7% |
| 3M | +4.5% | +3.1% | +1.5% | +2.4% |
| 6M | +85.2% | +9.7% | +75.5% | +73.1% |
| YTD | +61.4% | +14.9% | +46.5% | +45.9% |
| 1Y | +94.9% | +17.6% | +77.3% | +73.4% |
| 3Y | 0.0% | +65.3% | -65.3% | -32.6% |
| All | +5.6% | +77.5% | -71.9% | -33.4% |
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