+33.1%
CVS vs VYM
+76.3%
-43.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | -2.0% | -1.9% | -0.1% | -0.5% |
| 30D | +1.9% | -2.6% | +4.5% | +4.1% |
| 3M | -2.2% | +3.6% | -5.8% | -4.9% |
| 6M | +26.7% | +8.7% | +18.1% | +18.2% |
| YTD | +22.9% | +14.1% | +8.8% | +9.9% |
| 1Y | +32.9% | +17.8% | +15.1% | +15.7% |
| 3Y | +62.3% | +64.5% | -2.2% | +5.3% |
| All | +33.1% | +76.3% | -43.2% | -19.0% |
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