+19.4%
VZ vs CPNG
-75.9%
+95.3%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | 0.0% |
| 7D | +0.9% | -6.9% | +7.8% | +1.1% |
| 30D | +6.9% | +1.1% | +5.8% | +6.9% |
| 3M | +0.6% | -6.3% | +6.9% | +0.7% |
| 6M | +0.3% | -3.8% | +4.1% | +0.2% |
| YTD | +21.9% | -35.2% | +57.1% | +23.0% |
| 1Y | +21.7% | -47.0% | +68.7% | +23.5% |
| 3Y | +58.5% | -0.2% | +58.7% | +56.1% |
| 5Y | +22.4% | -42.5% | +64.9% | +19.9% |
| All | +19.4% | -75.9% | +95.3% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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