+72.6%
VZ vs CP
+257.3%
-184.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +1.5% | +2.1% | -0.7% | +1.0% |
| 30D | +4.4% | +9.3% | -5.0% | +2.5% |
| 3M | -2.4% | +0.5% | -2.8% | -2.5% |
| 6M | +1.4% | +10.4% | -9.0% | -0.7% |
| YTD | +21.4% | +28.7% | -7.3% | +15.0% |
| 1Y | +20.3% | +33.2% | -12.9% | +13.1% |
| 3Y | +57.4% | +38.4% | +18.9% | +44.6% |
| 5Y | +21.9% | +26.2% | -4.2% | +13.1% |
| All | +72.6% | +257.3% | -184.7% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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