+920.3%
CNC vs VYM
+484.2%
+436.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.6% |
| 7D | -3.9% | -1.9% | -2.0% | -2.2% |
| 30D | +0.8% | -2.6% | +3.4% | +3.3% |
| 3M | +0.1% | +3.6% | -3.5% | -3.0% |
| 6M | +79.7% | +8.7% | +71.0% | +66.4% |
| YTD | +58.9% | +14.1% | +44.8% | +40.7% |
| 1Y | +109.1% | +17.8% | +91.3% | +80.3% |
| 3Y | 0.0% | +64.5% | -64.5% | -37.7% |
| 5Y | +9.5% | +77.5% | -68.0% | -36.6% |
| 10Y | +95.7% | +206.1% | -110.5% | -30.5% |
| All | +920.3% | +484.2% | +436.1% | +104.9% |
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