+25.5%
VZ vs CNH
+11.5%
+14.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.3% |
| 7D | +0.1% | +23.3% | -23.2% | -2.1% |
| 30D | +7.9% | +33.5% | -25.6% | +4.6% |
| 3M | +13.6% | +32.7% | -19.1% | +10.1% |
| 6M | +1.1% | +22.2% | -21.1% | -1.5% |
| YTD | +29.3% | +57.7% | -28.4% | +22.4% |
| 1Y | +21.2% | +28.0% | -6.7% | +17.3% |
| 3Y | +75.9% | +11.5% | +64.4% | +70.9% |
| All | +25.5% | +11.5% | +14.0% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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