+358.0%
VZ vs CME
+7,469.3%
-7,111.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.4% |
| 3M | +13.6% | +10.4% | +3.2% | +10.9% |
| 6M | +1.1% | -9.5% | +10.6% | +3.0% |
| YTD | +29.3% | +6.0% | +23.3% | +26.8% |
| 1Y | +21.2% | +9.3% | +12.0% | +18.0% |
| 3Y | +75.9% | +57.7% | +18.2% | +56.3% |
| 5Y | +24.1% | +77.7% | -53.6% | +6.2% |
| 10Y | +62.4% | +281.2% | -218.8% | +13.4% |
| All | +358.0% | +7,469.3% | -7,111.3% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling