+20.2%
VZ vs COR
+178.3%
-158.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | +2.1% | +0.8% | +1.3% | +1.9% |
| 30D | +1.4% | +5.1% | -3.8% | +0.3% |
| 3M | -1.3% | +2.8% | -4.1% | -1.9% |
| 6M | -0.5% | +32.5% | -33.1% | -6.0% |
| YTD | +19.6% | -0.7% | +20.3% | +18.7% |
| 1Y | +22.4% | -6.7% | +29.1% | +23.2% |
| 3Y | +55.9% | +73.7% | -17.8% | +31.6% |
| All | +20.2% | +178.3% | -158.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling