+78.8%
VZ vs CME
+57.6%
+21.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.1% | -1.6% | +1.7% | +0.4% |
| 30D | +7.9% | +6.2% | +1.7% | +6.7% |
| 3M | +13.6% | +10.4% | +3.2% | +11.7% |
| 6M | +1.1% | -9.5% | +10.6% | +2.8% |
| YTD | +29.3% | +6.0% | +23.3% | +27.1% |
| 1Y | +21.2% | +9.3% | +12.0% | +18.2% |
| All | +78.8% | +57.6% | +21.2% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling