+1,323.2%
CRS vs VYM
+209.2%
+1,114.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -2.3% |
| 7D | -6.8% | -0.8% | -6.0% | -5.4% |
| 30D | -16.1% | -2.2% | -13.9% | -12.6% |
| 3M | -21.2% | +3.1% | -24.2% | -25.4% |
| 6M | +8.7% | +9.7% | -1.0% | -7.5% |
| YTD | +41.0% | +14.9% | +26.1% | +10.4% |
| 1Y | +82.7% | +17.6% | +65.1% | +37.6% |
| 3Y | +604.8% | +65.3% | +539.5% | +191.1% |
| 5Y | +1,384.7% | +78.7% | +1,306.0% | +449.9% |
| All | +1,323.2% | +209.2% | +1,114.1% | +107.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling