+865.2%
VZ vs CB
+6,559.4%
-5,694.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +7.9% | -3.1% | +11.0% | +8.6% |
| 3M | +13.6% | +9.0% | +4.7% | +11.5% |
| 6M | +1.1% | +2.9% | -1.8% | +0.4% |
| YTD | +29.3% | +10.1% | +19.2% | +26.5% |
| 1Y | +21.2% | +22.8% | -1.5% | +15.8% |
| 3Y | +75.9% | +73.8% | +2.1% | +55.6% |
| 5Y | +24.1% | +99.2% | -75.1% | +5.9% |
| 10Y | +62.4% | +218.2% | -155.8% | +23.2% |
| All | +865.2% | +6,559.4% | -5,694.2% | +399.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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