+73.3%
VZ vs CNP
+145.0%
-71.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.9% | +2.5% | -1.5% | +0.2% |
| 30D | +6.9% | +4.0% | +2.9% | +5.7% |
| 3M | +0.6% | +1.6% | -1.0% | 0.0% |
| 6M | +0.3% | -1.7% | +2.0% | +0.6% |
| YTD | +21.9% | +8.6% | +13.3% | +19.0% |
| 1Y | +21.7% | +5.8% | +15.9% | +19.6% |
| 3Y | +58.5% | +63.0% | -4.5% | +38.1% |
| 5Y | +22.4% | +74.7% | -52.2% | +4.7% |
| All | +73.3% | +145.0% | -71.7% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling