+780.5%
VZ vs COR
+17,545.2%
-16,764.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | +0.1% | +2.8% | -2.7% | -0.3% |
| 30D | +7.9% | +4.5% | +3.4% | +7.2% |
| 3M | +13.6% | +22.7% | -9.0% | +10.3% |
| 6M | +1.1% | -9.7% | +10.8% | +2.1% |
| YTD | +29.3% | -1.4% | +30.7% | +28.8% |
| 1Y | +21.2% | +13.9% | +7.3% | +18.1% |
| 3Y | +75.9% | +94.0% | -18.1% | +58.4% |
| 5Y | +24.1% | +184.0% | -159.9% | +5.6% |
| 10Y | +62.4% | +406.8% | -344.4% | +25.1% |
| All | +780.5% | +17,545.2% | -16,764.8% | +416.5% |
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