+333.5%
CAT vs VZ
+26.2%
+307.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | +5.6% | +0.2% | +5.3% | +5.5% |
| 30D | -2.3% | +7.1% | -9.5% | -3.2% |
| 3M | -10.0% | +12.8% | -22.8% | -11.7% |
| 6M | +21.2% | +1.8% | +19.4% | +21.1% |
| YTD | +44.4% | +30.0% | +14.5% | +37.4% |
| 1Y | +96.3% | +24.3% | +72.0% | +88.2% |
| 3Y | +203.9% | +84.3% | +119.6% | +162.5% |
| 5Y | +333.5% | +25.9% | +307.6% | +331.2% |
| All | +333.5% | +26.2% | +307.3% | +331.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling