+75.6%
VZ vs CFG
+351.2%
-275.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.3% |
| 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% | +2.5% |
| 6M | +0.6% | +0.6% | 0.0% | +0.4% |
| YTD | +20.8% | +12.4% | +8.3% | +18.4% |
| 1Y | +23.9% | +27.7% | -3.8% | +19.4% |
| 3Y | +55.7% | +172.4% | -116.7% | +32.1% |
| 5Y | +21.5% | +64.0% | -42.4% | +9.3% |
| 10Y | +68.5% | +252.8% | -184.4% | +29.3% |
| All | +75.6% | +351.2% | -275.6% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling