+20.9%
VZ vs CAI
-6.6%
+27.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -1.1% |
| 7D | +2.1% | -26.5% | +28.7% | +0.6% |
| 30D | +1.4% | -6.9% | +8.3% | +1.2% |
| 3M | -1.3% | +26.1% | -27.4% | +0.2% |
| 6M | -0.5% | +31.9% | -32.4% | +1.4% |
| YTD | +19.6% | -6.5% | +26.1% | +19.1% |
| 1Y | +22.4% | +2.5% | +19.9% | +22.5% |
| All | +20.9% | -6.6% | +27.4% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling