+927.5%
CP vs VYM
+492.8%
+434.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | -2.7% | 0.0% | -2.7% | -2.6% |
| 30D | +0.2% | -0.5% | +0.7% | +0.8% |
| 3M | +2.6% | +3.0% | -0.5% | -0.8% |
| 6M | +6.0% | +8.2% | -2.2% | -2.9% |
| YTD | +24.9% | +15.8% | +9.1% | +6.2% |
| 1Y | +20.1% | +20.8% | -0.7% | -2.6% |
| 3Y | +16.4% | +65.3% | -48.9% | -33.6% |
| 5Y | +31.7% | +76.6% | -44.9% | -30.0% |
| 10Y | +223.9% | +203.9% | +20.0% | -8.0% |
| All | +927.5% | +492.8% | +434.7% | +44.1% |
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