+72.6%
VZ vs CMI
+320.3%
-247.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | +4.4% | -14.0% | +18.4% | +6.3% |
| 3M | -2.4% | -28.1% | +25.8% | +1.7% |
| 6M | +1.4% | -35.8% | +37.3% | +6.9% |
| YTD | +21.4% | -10.5% | +31.9% | +20.6% |
| 1Y | +20.3% | -1.9% | +22.1% | +17.5% |
| 3Y | +57.4% | +121.0% | -63.6% | +29.5% |
| 5Y | +21.9% | +114.6% | -92.6% | -0.2% |
| All | +72.6% | +320.3% | -247.7% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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