+173.5%
CVE vs VYM
+202.0%
-28.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.6% |
| 7D | +2.0% | -1.0% | +3.0% | +3.5% |
| 30D | +13.2% | -2.0% | +15.2% | +16.7% |
| 3M | +21.7% | +3.1% | +18.6% | +15.4% |
| 6M | +48.4% | +8.9% | +39.5% | +28.3% |
| YTD | +100.1% | +14.7% | +85.4% | +59.5% |
| 1Y | +107.8% | +19.4% | +88.4% | +55.3% |
| 3Y | +76.9% | +65.4% | +11.5% | -21.6% |
| 5Y | +346.2% | +77.6% | +268.7% | +78.4% |
| 10Y | +173.5% | +207.8% | -34.3% | -39.7% |
| All | +173.5% | +202.0% | -28.5% | -39.7% |
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