+71.6%
CVE vs VYM
+67.7%
+4.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +16.7% | -0.5% | +17.3% | +17.4% |
| 3M | +9.3% | +3.0% | +6.2% | +5.2% |
| 6M | +43.6% | +8.2% | +35.4% | +29.9% |
| YTD | +93.6% | +15.8% | +77.8% | +60.8% |
| 1Y | +98.8% | +20.8% | +77.9% | +56.1% |
| All | +71.6% | +67.7% | +4.0% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling