+16.4%
VZ vs CIFR
-34.4%
+50.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.7% | +0.5% |
| 7D | +2.4% | -19.6% | +21.9% | +2.3% |
| 30D | +11.2% | -51.7% | +62.9% | +10.8% |
| 3M | 0.0% | -60.0% | +60.0% | -0.4% |
| 6M | +1.3% | -68.2% | +69.5% | +0.8% |
| YTD | +21.3% | -55.8% | +77.0% | +20.7% |
| 1Y | +23.9% | -66.8% | +90.7% | +23.5% |
| 3Y | +57.7% | +119.1% | -61.4% | +52.5% |
| 5Y | +21.2% | -25.3% | +46.5% | +17.0% |
| All | +16.4% | -34.4% | +50.8% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 all: compounded portfolio wealth divided by compounded CIFR 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…
all analysis · Full analysis span regression · 6 months rolling