+21.4%
VZ vs CMI
+120.1%
-98.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.6% |
| 7D | +2.2% | -6.8% | +9.1% | +2.6% |
| 30D | +10.6% | -10.9% | +21.5% | +11.2% |
| 3M | -0.6% | -27.3% | +26.7% | +1.1% |
| 6M | +0.7% | -30.9% | +31.6% | +2.5% |
| YTD | +20.6% | -7.7% | +28.3% | +18.8% |
| 1Y | +22.7% | 0.0% | +22.7% | +19.6% |
| 3Y | +57.2% | +130.1% | -72.8% | +32.8% |
| 5Y | +21.4% | +121.5% | -100.1% | +5.4% |
| All | +21.4% | +120.1% | -98.7% | +5.4% |
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