+73.3%
VZ vs CDE
+61.4%
+11.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.7% | 0.0% |
| 7D | +0.9% | -2.3% | +3.2% | +1.0% |
| 30D | +6.9% | -12.1% | +19.0% | +7.2% |
| 3M | +0.6% | -23.9% | +24.6% | +1.2% |
| 6M | +0.3% | -29.0% | +29.3% | +0.9% |
| YTD | +21.9% | -19.7% | +41.6% | +21.4% |
| 1Y | +21.7% | -8.4% | +30.1% | +20.5% |
| 3Y | +58.5% | +578.5% | -520.0% | +41.3% |
| 5Y | +22.4% | +100.2% | -77.8% | +12.6% |
| All | +73.3% | +61.4% | +11.9% | +49.6% |
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