+62.6%
CVE vs VYM
+616.4%
-553.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -2.9% |
| 7D | -10.1% | -0.7% | -9.4% | -9.4% |
| 30D | -12.1% | +2.5% | -14.6% | -15.8% |
| 3M | -1.9% | -1.2% | -0.7% | -0.7% |
| 6M | -1.8% | +5.9% | -7.7% | -11.2% |
| YTD | +65.8% | +15.4% | +50.4% | +30.7% |
| 1Y | +60.8% | +18.8% | +42.0% | +20.9% |
| 3Y | +70.1% | +73.8% | -3.7% | -29.2% |
| 5Y | +134.8% | +70.5% | +64.3% | +1.9% |
| 10Y | +130.1% | +203.2% | -73.1% | -50.8% |
| All | +62.6% | +616.4% | -553.8% | -89.9% |
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