+62.8%
VZ vs CMG
+326.7%
-263.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -1.2% | -3.8% | +2.6% | -1.0% |
| 30D | +5.7% | +12.9% | -7.2% | +5.1% |
| 3M | +8.2% | +18.8% | -10.5% | +7.2% |
| 6M | +1.7% | +4.1% | -2.3% | +1.3% |
| YTD | +28.9% | -2.4% | +31.2% | +28.6% |
| 1Y | +22.7% | -6.7% | +29.4% | +22.6% |
| 3Y | +82.7% | -7.1% | +89.8% | +80.6% |
| 5Y | +26.4% | -5.0% | +31.4% | +23.8% |
| All | +62.8% | +326.7% | -263.9% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 10y: compounded portfolio wealth divided by compounded CMG 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…
10y analysis · Full analysis span regression · 6 months rolling