+908.7%
VZ vs CCL
+1,049.3%
-140.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.1% | +2.6% | -0.5% | +1.8% |
| 30D | +1.4% | +13.1% | -11.7% | -0.1% |
| 3M | -1.3% | +3.3% | -4.5% | -1.9% |
| 6M | -0.5% | +8.7% | -9.2% | -2.1% |
| YTD | +19.6% | -1.6% | +21.2% | +18.2% |
| 1Y | +22.4% | +14.0% | +8.4% | +18.6% |
| 3Y | +55.9% | +145.1% | -89.3% | +33.6% |
| 5Y | +20.4% | +21.2% | -0.8% | +7.2% |
| 10Y | +66.9% | -29.8% | +96.7% | +42.2% |
| All | +908.7% | +1,049.3% | -140.6% | +408.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling