+712.5%
CAT vs VZ
+68.5%
+644.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.8% | +6.4% | +7.0% |
| 7D | -2.4% | +2.2% | -4.6% | -3.0% |
| 30D | -25.0% | +10.6% | -35.6% | -27.3% |
| 3M | -28.7% | -0.6% | -28.1% | -29.0% |
| 6M | -33.0% | +0.7% | -33.7% | -34.0% |
| YTD | +5.4% | +20.6% | -15.2% | -3.1% |
| 1Y | +7.3% | +22.7% | -15.5% | -2.2% |
| 3Y | +166.0% | +57.2% | +108.8% | +114.0% |
| 5Y | +210.1% | +21.4% | +188.7% | +178.6% |
| 10Y | +712.5% | +65.5% | +647.0% | +590.8% |
| All | +712.5% | +68.5% | +644.0% | +590.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 10y: compounded portfolio wealth divided by compounded VZ 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…
10y analysis · Full analysis span regression · 6 months rolling