+58.2%
VZ vs CAG
-35.9%
+94.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.4% |
| 7D | +0.9% | -1.8% | +2.7% | +1.5% |
| 30D | +8.9% | +9.7% | -0.7% | +5.6% |
| 3M | +0.1% | +0.5% | -0.4% | -0.4% |
| 6M | +1.9% | +8.9% | -7.0% | -1.5% |
| YTD | +22.0% | -8.4% | +30.4% | +24.2% |
| 1Y | +22.1% | -8.3% | +30.4% | +24.2% |
| All | +58.2% | -35.9% | +94.1% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling