+394.4%
CVS vs VYM
+487.3%
-92.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -1.9% | -1.0% | -0.9% | -1.1% |
| 30D | -0.3% | -2.0% | +1.7% | +1.3% |
| 3M | -1.1% | +3.1% | -4.2% | -3.5% |
| 6M | +23.7% | +8.9% | +14.8% | +15.3% |
| YTD | +23.0% | +14.7% | +8.3% | +9.8% |
| 1Y | +37.2% | +19.4% | +17.7% | +18.5% |
| 3Y | +62.4% | +65.4% | -3.0% | +7.2% |
| 5Y | +31.8% | +77.6% | -45.7% | -17.9% |
| 10Y | +41.9% | +207.8% | -165.9% | -42.3% |
| All | +394.4% | +487.3% | -92.9% | +15.0% |
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 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