+65.5%
VZ vs CG
+290.3%
-224.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.9% |
| 7D | +2.1% | -1.2% | +3.3% | +2.2% |
| 30D | +1.4% | +5.0% | -3.7% | +0.9% |
| 3M | -1.3% | -18.2% | +16.9% | +0.4% |
| 6M | -0.5% | -20.7% | +20.2% | +1.3% |
| YTD | +19.6% | -31.4% | +51.1% | +23.0% |
| 1Y | +22.4% | -22.3% | +44.6% | +24.1% |
| 3Y | +55.9% | +50.2% | +5.7% | +42.7% |
| 5Y | +20.4% | -22.1% | +42.5% | +17.0% |
| All | +65.5% | +290.3% | -224.7% | +43.7% |
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