+320.2%
CVE vs VYM
+76.8%
+243.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.8% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +16.7% | -0.5% | +17.3% | +17.5% |
| 3M | +9.3% | +3.0% | +6.2% | +4.5% |
| 6M | +43.6% | +8.2% | +35.4% | +27.8% |
| YTD | +93.6% | +15.8% | +77.8% | +56.9% |
| 1Y | +98.8% | +20.8% | +77.9% | +51.4% |
| 3Y | +73.6% | +65.3% | +8.3% | -16.0% |
| All | +320.2% | +76.8% | +243.4% | +75.3% |
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