+71.6%
VZ vs CG
+299.0%
-227.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | +0.9% | -3.8% | +4.7% | +1.2% |
| 30D | +8.9% | +7.5% | +1.4% | +8.1% |
| 3M | +0.1% | -14.4% | +14.5% | +1.4% |
| 6M | +1.9% | -15.7% | +17.6% | +3.2% |
| YTD | +22.0% | -29.0% | +51.0% | +25.0% |
| 1Y | +22.1% | -22.1% | +44.2% | +23.9% |
| 3Y | +58.7% | +49.1% | +9.5% | +45.6% |
| 5Y | +22.3% | -18.4% | +40.7% | +18.3% |
| 10Y | +71.6% | +295.1% | -223.5% | +46.4% |
| All | +71.6% | +299.0% | -227.3% | +46.4% |
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