+17.1%
VZ vs CEG
+654.8%
-637.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.5% | -9.6% | +0.8% |
| 7D | +2.2% | +7.3% | -5.1% | +2.2% |
| 30D | +10.6% | -7.4% | +18.0% | +10.6% |
| 3M | -0.6% | +2.5% | -3.1% | -0.7% |
| 6M | +0.7% | -8.8% | +9.5% | +0.8% |
| YTD | +20.6% | -21.5% | +42.1% | +20.9% |
| 1Y | +22.7% | -22.5% | +45.3% | +23.0% |
| 3Y | +57.2% | +133.3% | -76.1% | +42.6% |
| All | +17.1% | +654.8% | -637.7% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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