+25.5%
VZ vs CAG
-40.1%
+65.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +0.1% | -3.8% | +3.9% | +1.3% |
| 30D | +7.9% | +3.1% | +4.8% | +6.7% |
| 3M | +13.6% | +23.5% | -9.8% | +5.7% |
| 6M | +1.1% | -14.8% | +15.9% | +5.8% |
| YTD | +29.3% | -5.4% | +34.7% | +30.7% |
| 1Y | +21.2% | -11.8% | +33.0% | +25.1% |
| 3Y | +75.9% | -36.7% | +112.6% | +100.3% |
| All | +25.5% | -40.1% | +65.5% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling