+65.5%
VZ vs CCL
-30.2%
+95.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +2.1% | +3.1% | -1.0% | +2.0% |
| 30D | +1.4% | +13.7% | -12.3% | +0.8% |
| 3M | -1.3% | +3.8% | -5.1% | -1.5% |
| 6M | -0.5% | +9.3% | -9.8% | -1.1% |
| YTD | +19.6% | -1.1% | +20.7% | +19.1% |
| 1Y | +22.4% | +14.6% | +7.8% | +20.8% |
| 3Y | +55.9% | +146.4% | -90.5% | +45.8% |
| 5Y | +20.4% | +21.9% | -1.4% | +14.5% |
| All | +65.5% | -30.2% | +95.8% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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