+64.4%
VZ vs CDE
+45.3%
+19.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.4% |
| 7D | -1.0% | -2.0% | +1.0% | -0.9% |
| 30D | +5.8% | +15.7% | -9.9% | +5.3% |
| 3M | +10.5% | +30.5% | -20.0% | +9.4% |
| 6M | +1.8% | -7.4% | +9.2% | +1.7% |
| YTD | +28.3% | +17.9% | +10.3% | +26.5% |
| 1Y | +22.0% | +46.7% | -24.8% | +18.9% |
| 3Y | +81.8% | +851.3% | -769.4% | +60.2% |
| 5Y | +25.3% | +202.9% | -177.6% | +13.8% |
| 10Y | +64.4% | +58.2% | +6.2% | +44.2% |
| All | +64.4% | +45.3% | +19.1% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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