+22.3%
VZ vs CME
+75.9%
-53.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.2% |
| 7D | +0.9% | +2.5% | -1.5% | +0.4% |
| 30D | +8.9% | +13.9% | -5.0% | +6.1% |
| 3M | +0.1% | +22.4% | -22.3% | -3.9% |
| 6M | +1.9% | +12.9% | -11.0% | -0.8% |
| YTD | +22.0% | +19.6% | +2.4% | +17.0% |
| 1Y | +22.1% | +17.7% | +4.4% | +17.5% |
| 3Y | +58.7% | +65.3% | -6.6% | +41.9% |
| 5Y | +22.3% | +75.1% | -52.8% | +6.4% |
| All | +22.3% | +75.9% | -53.6% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling