+57.3%
VZ vs CG
+48.3%
+9.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | -0.1% |
| 7D | +5.6% | -1.5% | +7.1% | +5.6% |
| 30D | +1.9% | +2.8% | -0.9% | +1.9% |
| 3M | +0.8% | -19.2% | +20.0% | +0.5% |
| 6M | +0.6% | -21.0% | +21.6% | +0.3% |
| YTD | +20.8% | -31.0% | +51.7% | +20.1% |
| 1Y | +23.9% | -21.1% | +45.0% | +23.2% |
| All | +57.3% | +48.3% | +9.1% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling