+31.3%
VZ vs CAI
-8.1%
+39.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | +0.2% | +0.2% | +0.1% | +0.2% |
| 30D | +7.1% | +9.1% | -2.0% | +7.6% |
| 3M | +12.8% | +53.8% | -41.0% | +15.6% |
| 6M | +1.8% | +33.5% | -31.7% | +3.8% |
| YTD | +30.0% | -8.0% | +38.0% | +29.0% |
| 1Y | +24.3% | -28.7% | +53.0% | +22.8% |
| All | +31.3% | -8.1% | +39.4% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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