+21.4%
VZ vs CMS
+36.1%
-14.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +2.2% | -0.9% | +3.2% | +2.7% |
| 30D | +10.6% | +7.1% | +3.5% | +7.1% |
| 3M | -0.6% | -1.3% | +0.7% | -0.1% |
| 6M | +0.7% | -2.7% | +3.4% | +2.0% |
| YTD | +20.6% | +2.6% | +18.0% | +19.0% |
| 1Y | +22.7% | -2.0% | +24.7% | +23.6% |
| 3Y | +57.2% | +39.6% | +17.6% | +35.2% |
| 5Y | +21.4% | +35.3% | -14.0% | +4.9% |
| All | +21.4% | +36.1% | -14.7% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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