+722.4%
VZ vs COR
+18,010.7%
-17,288.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.5% |
| 7D | +5.6% | +2.8% | +2.9% | +5.2% |
| 30D | +1.9% | +7.4% | -5.5% | +0.8% |
| 3M | +0.8% | +7.3% | -6.5% | -0.3% |
| 6M | +0.6% | +11.5% | -10.9% | -1.3% |
| YTD | +20.8% | +1.2% | +19.6% | +19.8% |
| 1Y | +23.9% | -3.3% | +27.2% | +23.7% |
| 3Y | +55.7% | +78.5% | -22.8% | +41.8% |
| 5Y | +21.5% | +183.0% | -161.4% | +3.4% |
| 10Y | +68.5% | +545.4% | -476.9% | +26.1% |
| All | +722.4% | +18,010.7% | -17,288.2% | +380.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling