+918.2%
VZ vs CMS
+475.9%
+442.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +5.6% | +1.7% | +4.0% | +5.2% |
| 30D | +1.9% | +8.6% | -6.8% | -0.3% |
| 3M | +0.8% | -0.5% | +1.3% | +0.9% |
| 6M | +0.6% | -4.2% | +4.8% | +1.7% |
| YTD | +20.8% | +3.4% | +17.3% | +19.7% |
| 1Y | +23.9% | +0.4% | +23.5% | +23.7% |
| 3Y | +55.7% | +38.2% | +17.5% | +43.2% |
| 5Y | +21.5% | +35.4% | -13.9% | +11.9% |
| 10Y | +68.5% | +131.7% | -63.2% | +35.7% |
| All | +918.2% | +475.9% | +442.3% | +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