+65.5%
VZ vs CAG
-38.1%
+103.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | +2.1% | +5.8% | -3.7% | +0.6% |
| 30D | +1.4% | +16.4% | -15.0% | -2.5% |
| 3M | -1.3% | +3.8% | -5.1% | -2.4% |
| 6M | -0.5% | +10.8% | -11.4% | -3.5% |
| YTD | +19.6% | -5.8% | +25.5% | +20.5% |
| 1Y | +22.4% | -2.4% | +24.8% | +22.2% |
| 3Y | +55.9% | -33.4% | +89.3% | +69.2% |
| 5Y | +20.4% | -39.4% | +59.9% | +33.1% |
| All | +65.5% | -38.1% | +103.6% | +80.2% |
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