+73.3%
VZ vs CAH
+412.5%
-339.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +0.9% | +3.9% | -2.9% | +0.2% |
| 30D | +6.9% | +16.0% | -9.1% | +4.0% |
| 3M | +0.6% | +19.1% | -18.4% | -2.6% |
| 6M | +0.3% | +53.0% | -52.7% | -7.3% |
| YTD | +21.9% | +36.6% | -14.7% | +14.6% |
| 1Y | +21.7% | +37.4% | -15.7% | +14.2% |
| 3Y | +58.5% | +178.8% | -120.3% | +27.4% |
| 5Y | +22.4% | +498.6% | -476.1% | -17.0% |
| All | +73.3% | +412.5% | -339.2% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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