+21.5%
VZ vs CFG
+61.9%
-40.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.2% |
| 7D | +5.6% | -2.2% | +7.8% | +5.9% |
| 30D | +1.9% | +0.4% | +1.5% | +1.8% |
| 3M | +0.8% | -12.6% | +13.4% | +2.1% |
| 6M | +0.6% | +0.6% | 0.0% | +0.5% |
| YTD | +20.8% | +12.4% | +8.3% | +19.0% |
| 1Y | +23.9% | +27.7% | -3.8% | +20.3% |
| 3Y | +55.7% | +172.4% | -116.7% | +33.6% |
| 5Y | +21.5% | +64.0% | -42.4% | +10.1% |
| All | +21.5% | +61.9% | -40.3% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling