+990.1%
VZ vs CNP
+1,826.3%
-836.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | +7.9% | -1.8% | +9.7% | +8.3% |
| 3M | +13.6% | -4.6% | +18.3% | +14.7% |
| 6M | +1.1% | -8.8% | +9.9% | +2.9% |
| YTD | +29.3% | +5.2% | +24.1% | +27.9% |
| 1Y | +21.2% | +8.3% | +12.9% | +19.2% |
| 3Y | +75.9% | +54.9% | +21.0% | +60.7% |
| 5Y | +24.1% | +73.5% | -49.4% | +10.6% |
| 10Y | +62.4% | +139.1% | -76.7% | +31.9% |
| All | +990.1% | +1,826.3% | -836.3% | +285.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling