+65.5%
VZ vs CNP
+142.6%
-77.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +2.2% | -4.3% | +6.6% | +3.4% |
| 30D | +10.6% | +5.7% | +4.9% | +8.9% |
| 3M | -0.6% | +0.9% | -1.5% | -1.0% |
| 6M | +0.7% | -1.1% | +1.8% | +0.9% |
| YTD | +20.6% | +8.3% | +12.4% | +17.9% |
| 1Y | +22.7% | +5.9% | +16.8% | +20.6% |
| 3Y | +57.2% | +64.6% | -7.4% | +36.6% |
| 5Y | +21.4% | +74.6% | -53.2% | +3.8% |
| 10Y | +65.5% | +139.8% | -74.4% | +20.7% |
| All | +65.5% | +142.6% | -77.1% | +20.7% |
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