+23.9%
VZ vs CMI
-3.5%
+27.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +0.2% |
| 7D | +2.4% | -9.3% | +11.7% | +1.3% |
| 30D | +11.2% | -13.2% | +24.4% | +9.5% |
| 3M | 0.0% | -28.2% | +28.2% | -3.4% |
| 6M | +1.3% | -32.7% | +34.0% | -2.6% |
| YTD | +21.3% | -10.1% | +31.4% | +20.6% |
| 1Y | +23.9% | -4.9% | +28.8% | +23.2% |
| All | +23.9% | -3.5% | +27.4% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling