+927.7%
VZ vs CAG
+570.2%
+357.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.4% |
| 7D | +0.9% | -6.2% | +7.1% | +2.6% |
| 30D | +6.9% | +7.4% | -0.5% | +4.8% |
| 3M | +0.6% | -1.6% | +2.2% | +0.8% |
| 6M | +0.3% | +6.3% | -6.0% | -1.7% |
| YTD | +21.9% | -10.1% | +32.0% | +24.4% |
| 1Y | +21.7% | -10.2% | +31.9% | +24.2% |
| 3Y | +58.5% | -37.3% | +95.8% | +75.6% |
| 5Y | +22.4% | -41.6% | +64.0% | +37.3% |
| 10Y | +71.4% | -38.1% | +109.5% | +81.6% |
| All | +927.7% | +570.2% | +357.5% | +391.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling