+71.6%
VZ vs CAG
-35.6%
+107.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.2% |
| 7D | +0.9% | -1.8% | +2.7% | +1.4% |
| 30D | +8.9% | +9.7% | -0.7% | +6.3% |
| 3M | +0.1% | +0.5% | -0.4% | -0.3% |
| 6M | +1.9% | +8.9% | -7.0% | -0.7% |
| YTD | +22.0% | -8.4% | +30.4% | +23.8% |
| 1Y | +22.1% | -8.3% | +30.4% | +23.8% |
| 3Y | +58.7% | -36.1% | +94.8% | +73.9% |
| 5Y | +22.3% | -40.1% | +62.5% | +35.7% |
| 10Y | +71.6% | -36.9% | +108.5% | +81.8% |
| All | +71.6% | -35.6% | +107.2% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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