+919.3%
VZ vs CMS
+478.3%
+441.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.7% |
| 7D | +6.9% | +4.1% | +2.9% | +5.8% |
| 30D | +2.3% | +10.9% | -8.6% | -0.4% |
| 3M | 0.0% | -0.2% | +0.3% | 0.0% |
| 6M | +0.2% | -4.7% | +5.0% | +1.5% |
| YTD | +20.9% | +3.9% | +17.0% | +19.7% |
| 1Y | +25.2% | +0.4% | +24.9% | +25.0% |
| 3Y | +55.9% | +38.8% | +17.1% | +43.2% |
| 5Y | +22.6% | +37.1% | -14.5% | +12.6% |
| 10Y | +68.6% | +132.7% | -64.0% | +35.7% |
| All | +919.3% | +478.3% | +441.0% | +527.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling