+27.2%
CP vs VYM
+71.9%
-44.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +2.1% | +3.7% | -1.5% | -1.7% |
| 30D | +9.3% | +3.7% | +5.6% | +5.1% |
| 3M | +0.5% | -0.7% | +1.2% | +1.1% |
| 6M | +10.4% | +7.2% | +3.2% | +2.3% |
| YTD | +28.7% | +16.9% | +11.7% | +8.9% |
| 1Y | +33.2% | +19.6% | +13.6% | +10.0% |
| 3Y | +38.4% | +74.6% | -36.1% | -24.8% |
| All | +27.2% | +71.9% | -44.7% | -29.9% |
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 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