+21.4%
VZ vs CFG
+68.3%
-47.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.5% |
| 7D | +2.2% | +0.3% | +2.0% | +2.2% |
| 30D | +10.6% | +3.2% | +7.4% | +10.2% |
| 3M | -0.6% | -9.7% | +9.1% | +0.4% |
| 6M | +0.7% | +3.6% | -2.9% | +0.3% |
| YTD | +20.6% | +14.7% | +5.9% | +18.6% |
| 1Y | +22.7% | +29.6% | -6.8% | +18.9% |
| 3Y | +57.2% | +190.6% | -133.3% | +33.6% |
| 5Y | +21.4% | +67.1% | -45.7% | +9.7% |
| All | +21.4% | +68.3% | -47.0% | +9.7% |
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