+22.1%
VZ vs CME
+17.5%
+4.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.4% |
| 7D | +0.9% | +2.5% | -1.5% | +0.6% |
| 30D | +8.9% | +13.9% | -5.0% | +7.2% |
| 3M | +0.1% | +22.4% | -22.3% | -2.3% |
| 6M | +1.9% | +12.9% | -11.0% | -0.3% |
| YTD | +22.0% | +19.6% | +2.4% | +19.1% |
| 1Y | +22.1% | +17.7% | +4.4% | +19.1% |
| All | +22.1% | +17.5% | +4.6% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling