+20.2%
VZ vs CMG
-4.5%
+24.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.8% |
| 7D | +2.1% | +8.0% | -5.8% | +1.8% |
| 30D | +1.4% | +11.9% | -10.5% | +0.9% |
| 3M | -1.3% | +2.1% | -3.4% | -1.4% |
| 6M | -0.5% | +5.2% | -5.7% | -0.9% |
| YTD | +19.6% | -6.9% | +26.6% | +19.5% |
| 1Y | +22.4% | +12.7% | +9.7% | +21.3% |
| 3Y | +55.9% | -16.8% | +72.7% | +53.6% |
| All | +20.2% | -4.5% | +24.7% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling