+327.8%
VZ vs CME
+8,206.4%
-7,878.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +5.6% | +3.7% | +2.0% | +4.8% |
| 30D | +1.9% | +13.7% | -11.9% | -1.2% |
| 3M | +0.8% | +16.6% | -15.8% | -2.9% |
| 6M | +0.6% | +8.2% | -7.6% | -1.6% |
| YTD | +20.8% | +16.3% | +4.4% | +15.8% |
| 1Y | +23.9% | +19.1% | +4.8% | +18.2% |
| 3Y | +55.7% | +67.4% | -11.7% | +36.4% |
| 5Y | +21.5% | +71.0% | -49.4% | +5.0% |
| 10Y | +68.5% | +338.9% | -270.5% | +13.8% |
| All | +327.8% | +8,206.4% | -7,878.6% | +31.2% |
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