+71.6%
VZ vs CFG
+224.4%
-152.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.5% |
| 7D | +0.9% | -0.8% | +1.7% | +1.0% |
| 30D | +8.9% | +3.1% | +5.8% | +8.5% |
| 3M | +0.1% | -9.7% | +9.8% | +1.4% |
| 6M | +1.9% | +6.7% | -4.8% | +0.9% |
| YTD | +22.0% | +15.2% | +6.8% | +19.3% |
| 1Y | +22.1% | +28.8% | -6.7% | +17.5% |
| 3Y | +58.7% | +190.1% | -131.4% | +33.1% |
| 5Y | +22.3% | +63.4% | -41.1% | +10.0% |
| 10Y | +71.6% | +219.8% | -148.1% | +49.5% |
| All | +71.6% | +224.4% | -152.8% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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