+72.6%
VZ vs CG
+278.5%
-205.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | +4.4% | +11.2% | -6.8% | +3.3% |
| 3M | -2.4% | -22.1% | +19.7% | -0.3% |
| 6M | +1.4% | -17.9% | +19.3% | +2.9% |
| YTD | +21.4% | -31.3% | +52.7% | +24.7% |
| 1Y | +20.3% | -24.0% | +44.2% | +22.2% |
| 3Y | +57.4% | +45.0% | +12.4% | +44.7% |
| 5Y | +21.9% | -22.6% | +44.6% | +18.6% |
| All | +72.6% | +278.5% | -205.8% | +47.0% |
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