+919.3%
VZ vs CP
+7,925.2%
-7,005.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +1.3% |
| 7D | +6.9% | +5.6% | +1.4% | +5.7% |
| 30D | +2.3% | +10.0% | -7.8% | +0.2% |
| 3M | 0.0% | +4.4% | -4.4% | -1.0% |
| 6M | +0.2% | +14.1% | -13.8% | -2.6% |
| YTD | +20.9% | +29.1% | -8.2% | +14.2% |
| 1Y | +25.2% | +34.6% | -9.3% | +17.2% |
| 3Y | +55.9% | +29.8% | +26.1% | +45.2% |
| 5Y | +22.6% | +28.7% | -6.1% | +13.1% |
| 10Y | +68.6% | +267.3% | -198.7% | +20.8% |
| All | +919.3% | +7,925.2% | -7,005.9% | +270.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling