+990.1%
VZ vs CP
+7,669.4%
-6,679.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +0.1% | -2.7% | +2.8% | +0.6% |
| 30D | +7.9% | +0.2% | +7.7% | +7.8% |
| 3M | +13.6% | +2.6% | +11.1% | +13.0% |
| 6M | +1.1% | +6.0% | -4.9% | -0.3% |
| YTD | +29.3% | +24.9% | +4.4% | +23.0% |
| 1Y | +21.2% | +20.1% | +1.1% | +16.2% |
| 3Y | +75.9% | +16.4% | +59.5% | +67.7% |
| 5Y | +24.1% | +31.7% | -7.7% | +13.9% |
| 10Y | +62.4% | +223.9% | -161.5% | +19.4% |
| All | +990.1% | +7,669.4% | -6,679.4% | +298.9% |
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