+22.0%
VZ vs CMI
+41.9%
-19.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.4% |
| 7D | -1.0% | +0.7% | -1.7% | -0.9% |
| 30D | +5.8% | -12.3% | +18.0% | +4.7% |
| 3M | +10.5% | -16.8% | +27.3% | +8.9% |
| 6M | +1.8% | +1.5% | +0.3% | +1.3% |
| YTD | +28.3% | +9.8% | +18.5% | +27.5% |
| 1Y | +22.0% | +42.6% | -20.6% | +22.1% |
| All | +22.0% | +41.9% | -19.9% | +22.1% |
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