+23.6%
VZ vs CAI
-28.7%
+52.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.7% |
| 3M | +12.8% | +53.8% | -41.0% | +16.1% |
| 6M | +1.8% | +33.5% | -31.7% | +4.1% |
| YTD | +30.0% | -8.0% | +38.0% | +27.1% |
| All | +23.6% | -28.7% | +52.3% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling