+405.0%
VZ vs CMG
+4,006.7%
-3,601.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +0.1% | -2.8% | +2.9% | +0.4% |
| 30D | +7.9% | +7.1% | +0.8% | +7.0% |
| 3M | +13.6% | +31.2% | -17.5% | +9.6% |
| 6M | +1.1% | +0.7% | +0.4% | +0.4% |
| YTD | +29.3% | -0.1% | +29.4% | +28.3% |
| 1Y | +21.2% | -10.7% | +32.0% | +21.6% |
| 3Y | +75.9% | -4.7% | +80.6% | +72.0% |
| 5Y | +24.1% | -3.8% | +27.8% | +19.4% |
| 10Y | +62.4% | +352.5% | -290.1% | +19.0% |
| All | +405.0% | +4,006.7% | -3,601.6% | +124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling