+20.2%
VZ vs CFG
+61.2%
-41.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +2.1% | -0.9% | +3.0% | +2.2% |
| 30D | +1.4% | +1.1% | +0.3% | +1.3% |
| 3M | -1.3% | -12.0% | +10.7% | 0.0% |
| 6M | -0.5% | -2.2% | +1.7% | -0.4% |
| YTD | +19.6% | +11.4% | +8.2% | +18.0% |
| 1Y | +22.4% | +27.8% | -5.5% | +18.7% |
| 3Y | +55.9% | +173.3% | -117.4% | +33.6% |
| All | +20.2% | +61.2% | -41.0% | +9.0% |
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