+21.4%
VZ vs CP
+27.1%
-5.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.5% |
| 7D | +2.2% | +2.8% | -0.5% | +1.8% |
| 30D | +10.6% | +11.3% | -0.7% | +8.7% |
| 3M | -0.6% | +2.9% | -3.5% | -1.1% |
| 6M | +0.7% | +9.8% | -9.0% | -0.9% |
| YTD | +20.6% | +28.5% | -7.9% | +15.7% |
| 1Y | +22.7% | +33.5% | -10.8% | +17.0% |
| 3Y | +57.2% | +31.9% | +25.3% | +47.8% |
| 5Y | +21.4% | +25.5% | -4.1% | +12.7% |
| All | +21.4% | +27.1% | -5.7% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling