+990.1%
VZ vs CCL
+813.5%
+176.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +0.1% | -5.0% | +5.1% | +0.7% |
| 30D | +7.9% | -20.3% | +28.2% | +10.7% |
| 3M | +13.6% | -15.1% | +28.8% | +15.5% |
| 6M | +1.1% | -15.1% | +16.2% | +2.2% |
| YTD | +29.3% | -21.8% | +51.1% | +31.4% |
| 1Y | +21.2% | -24.8% | +46.0% | +23.4% |
| 3Y | +75.9% | +51.9% | +24.0% | +59.8% |
| 5Y | +24.1% | +4.0% | +20.0% | +12.3% |
| 10Y | +62.4% | -42.2% | +104.6% | +41.4% |
| All | +990.1% | +813.5% | +176.6% | +465.6% |
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