+18,551.4%
CAT vs VZ
+943.0%
+17,608.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -6.3% | +2.4% | -8.7% | -7.1% |
| 30D | -26.8% | +11.2% | -38.0% | -29.6% |
| 3M | -30.0% | 0.0% | -30.0% | -30.6% |
| 6M | -34.6% | +1.3% | -35.9% | -35.9% |
| YTD | +2.9% | +21.3% | -18.4% | -5.9% |
| 1Y | +3.3% | +23.9% | -20.7% | -6.4% |
| 3Y | +153.7% | +57.7% | +96.0% | +107.4% |
| 5Y | +207.3% | +21.2% | +186.1% | +172.2% |
| 10Y | +674.0% | +70.6% | +603.4% | +504.8% |
| All | +18,551.4% | +943.0% | +17,608.4% | +7,823.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling