+70.6%
VZ vs CME
+301.9%
-231.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | +2.4% | +1.7% | +0.7% | +2.0% |
| 30D | +11.2% | +10.2% | +1.0% | +8.5% |
| 3M | 0.0% | +17.8% | -17.8% | -4.1% |
| 6M | +1.3% | +11.0% | -9.7% | -1.7% |
| YTD | +21.3% | +17.0% | +4.2% | +15.8% |
| 1Y | +23.9% | +15.8% | +8.1% | +18.6% |
| 3Y | +57.7% | +61.8% | -4.1% | +37.8% |
| 5Y | +21.2% | +72.5% | -51.3% | +3.0% |
| 10Y | +70.6% | +288.0% | -217.4% | +26.8% |
| All | +70.6% | +301.9% | -231.3% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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