+87.9%
VZ vs CFG
+396.4%
-308.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.1% | +1.5% | -1.5% | -0.1% |
| 30D | +7.9% | -3.8% | +11.7% | +8.4% |
| 3M | +13.6% | +11.5% | +2.2% | +12.0% |
| 6M | +1.1% | +19.2% | -18.1% | -1.4% |
| YTD | +29.3% | +23.7% | +5.6% | +25.2% |
| 1Y | +21.2% | +38.8% | -17.6% | +15.4% |
| 3Y | +75.9% | +178.9% | -103.0% | +48.8% |
| 5Y | +24.1% | +101.8% | -77.7% | +8.4% |
| 10Y | +62.4% | +317.3% | -254.9% | +21.9% |
| All | +87.9% | +396.4% | -308.4% | +39.2% |
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