+16.2%
VZ vs CEG
+583.3%
-567.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -0.9% |
| 7D | +2.1% | -4.7% | +6.9% | +2.1% |
| 30D | +1.4% | -16.6% | +17.9% | +1.4% |
| 3M | -1.3% | -4.1% | +2.9% | -1.4% |
| 6M | -0.5% | -22.3% | +21.8% | -0.5% |
| YTD | +19.6% | -28.9% | +48.6% | +19.9% |
| 1Y | +22.4% | -28.5% | +50.8% | +22.6% |
| 3Y | +55.9% | +104.3% | -48.4% | +41.9% |
| All | +16.2% | +583.3% | -567.1% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling