+28.4%
VZ vs CARR
+383.2%
-354.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +2.4% | -4.3% | +6.6% | +2.7% |
| 30D | +11.2% | -4.2% | +15.4% | +11.5% |
| 3M | 0.0% | -16.1% | +16.1% | +1.3% |
| 6M | +1.3% | -20.1% | +21.3% | +2.7% |
| YTD | +21.3% | +1.9% | +19.4% | +20.2% |
| 1Y | +23.9% | -6.1% | +30.0% | +23.6% |
| 3Y | +57.7% | +7.3% | +50.4% | +54.2% |
| 5Y | +21.2% | +4.4% | +16.8% | +17.0% |
| All | +28.4% | +383.2% | -354.8% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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