+17.9%
VZ vs CEG
+666.0%
-648.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | +1.5% | +12.1% | -10.6% | +1.5% |
| 30D | +4.4% | +0.2% | +4.1% | +4.4% |
| 3M | -2.4% | +0.7% | -3.1% | -2.4% |
| 6M | +1.4% | +2.2% | -0.8% | +1.4% |
| YTD | +21.4% | -20.3% | +41.7% | +21.7% |
| 1Y | +20.3% | -16.1% | +36.4% | +20.4% |
| 3Y | +57.4% | +134.7% | -77.3% | +42.8% |
| All | +17.9% | +666.0% | -648.1% | -4.2% |
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