+72.6%
VZ vs CAG
-37.3%
+109.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | +1.5% | -3.3% | +4.8% | +2.3% |
| 30D | +4.4% | +7.7% | -3.3% | +2.3% |
| 3M | -2.4% | -3.2% | +0.8% | -1.8% |
| 6M | +1.4% | +7.0% | -5.5% | -0.7% |
| YTD | +21.4% | -9.0% | +30.4% | +23.3% |
| 1Y | +20.3% | -9.6% | +29.9% | +22.4% |
| 3Y | +57.4% | -36.0% | +93.4% | +72.4% |
| 5Y | +21.9% | -40.9% | +62.8% | +35.6% |
| All | +72.6% | -37.3% | +109.9% | +83.6% |
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