+60.5%
VZ vs CCL
-41.6%
+102.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +0.1% | -5.0% | +5.1% | +0.3% |
| 30D | +7.9% | -20.3% | +28.2% | +9.0% |
| 3M | +13.6% | -15.1% | +28.8% | +14.4% |
| 6M | +1.1% | -15.1% | +16.2% | +1.5% |
| YTD | +29.3% | -21.8% | +51.1% | +30.1% |
| 1Y | +21.2% | -24.8% | +46.0% | +22.1% |
| 3Y | +75.9% | +51.9% | +24.0% | +68.6% |
| 5Y | +24.1% | +4.0% | +20.0% | +18.6% |
| All | +60.5% | -41.6% | +102.1% | +55.2% |
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