+918.2%
VZ vs CCL
+1,049.7%
-131.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +0.5% |
| 7D | +5.6% | +2.6% | +3.0% | +5.3% |
| 30D | +1.9% | +11.3% | -9.5% | +0.5% |
| 3M | +0.8% | +0.3% | +0.5% | +0.4% |
| 6M | +0.6% | +16.1% | -15.5% | -1.7% |
| YTD | +20.8% | -1.6% | +22.3% | +19.3% |
| 1Y | +23.9% | +11.8% | +12.2% | +20.3% |
| 3Y | +55.7% | +139.6% | -83.9% | +33.8% |
| 5Y | +21.5% | +21.3% | +0.3% | +8.2% |
| 10Y | +68.5% | -29.8% | +98.2% | +43.5% |
| All | +918.2% | +1,049.7% | -131.5% | +413.4% |
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