+927.7%
VZ vs CMI
+16,035.5%
-15,107.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | +0.9% | +1.5% | -0.6% | +0.6% |
| 30D | +6.9% | -14.0% | +20.9% | +9.7% |
| 3M | +0.6% | -28.3% | +29.0% | +6.5% |
| 6M | +0.3% | -34.9% | +35.2% | +7.4% |
| YTD | +21.9% | -9.9% | +31.8% | +22.0% |
| 1Y | +21.7% | -3.6% | +25.3% | +20.1% |
| 3Y | +58.5% | +120.9% | -62.4% | +31.5% |
| 5Y | +22.4% | +116.1% | -93.6% | +0.9% |
| 10Y | +71.4% | +328.5% | -257.0% | +20.4% |
| All | +927.7% | +16,035.5% | -15,107.8% | +219.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling