+70.6%
VZ vs COR
+505.6%
-435.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | +2.4% | +2.4% | 0.0% | +1.8% |
| 30D | +11.2% | +7.7% | +3.5% | +9.4% |
| 3M | 0.0% | +7.5% | -7.5% | -1.7% |
| 6M | +1.3% | +34.1% | -32.8% | -5.0% |
| YTD | +21.3% | +3.9% | +17.4% | +19.1% |
| 1Y | +23.9% | -3.6% | +27.6% | +23.7% |
| 3Y | +57.7% | +80.5% | -22.8% | +35.2% |
| 5Y | +21.2% | +194.9% | -173.6% | -7.7% |
| 10Y | +70.6% | +486.6% | -416.1% | +13.1% |
| All | +70.6% | +505.6% | -435.1% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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