+73.3%
VZ vs COR
+469.4%
-396.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.9% | +2.9% | -1.9% | +0.3% |
| 30D | +6.9% | +5.8% | +1.1% | +5.6% |
| 3M | +0.6% | +11.4% | -10.8% | -1.8% |
| 6M | +0.3% | +34.5% | -34.2% | -6.0% |
| YTD | +21.9% | +4.1% | +17.8% | +19.6% |
| 1Y | +21.7% | -3.1% | +24.8% | +21.3% |
| 3Y | +58.5% | +80.9% | -22.4% | +35.8% |
| 5Y | +22.4% | +195.1% | -172.7% | -6.9% |
| All | +73.3% | +469.4% | -396.0% | +13.5% |
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