+65.5%
VZ vs CG
+320.1%
-254.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.6% | -5.8% | +0.2% |
| 7D | +2.2% | +3.0% | -0.8% | +1.9% |
| 30D | +10.6% | +10.1% | +0.5% | +9.6% |
| 3M | -0.6% | -10.8% | +10.2% | +0.3% |
| 6M | +0.7% | -15.2% | +16.0% | +2.0% |
| YTD | +20.6% | -26.9% | +47.5% | +23.2% |
| 1Y | +22.7% | -17.0% | +39.8% | +23.7% |
| 3Y | +57.2% | +54.6% | +2.6% | +43.8% |
| 5Y | +21.4% | -16.7% | +38.1% | +17.3% |
| 10Y | +65.5% | +320.1% | -254.6% | +43.0% |
| All | +65.5% | +320.1% | -254.6% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling