+25.9%
VZ vs CMI
+170.2%
-144.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +0.2% | +1.9% | -1.7% | +0.1% |
| 30D | +7.1% | -12.5% | +19.6% | +8.0% |
| 3M | +12.8% | -16.2% | +29.0% | +13.9% |
| 6M | +1.8% | +4.9% | -3.1% | +0.3% |
| YTD | +30.0% | +11.1% | +18.8% | +26.8% |
| 1Y | +24.3% | +43.4% | -19.1% | +17.2% |
| 3Y | +84.3% | +154.1% | -69.8% | +56.0% |
| 5Y | +25.9% | +169.5% | -143.6% | +4.9% |
| All | +25.9% | +170.2% | -144.3% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling