+64.4%
VZ vs CMI
+501.9%
-437.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | +5.8% | -12.3% | +18.0% | +7.6% |
| 3M | +10.5% | -16.8% | +27.3% | +12.8% |
| 6M | +1.8% | +1.5% | +0.3% | +0.3% |
| YTD | +28.3% | +9.8% | +18.5% | +24.3% |
| 1Y | +22.0% | +42.6% | -20.6% | +12.6% |
| 3Y | +81.8% | +151.0% | -69.1% | +48.2% |
| 5Y | +25.3% | +167.0% | -141.7% | -0.3% |
| 10Y | +64.4% | +512.2% | -447.8% | +9.0% |
| All | +64.4% | +501.9% | -437.5% | +9.0% |
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