+17.2%
VZ vs CPNG
-74.3%
+91.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +2.1% | +13.4% | -11.2% | +1.9% |
| 30D | +1.4% | +10.0% | -8.6% | +1.1% |
| 3M | -1.3% | -0.4% | -0.9% | -1.3% |
| 6M | -0.5% | -8.9% | +8.4% | -0.5% |
| YTD | +19.6% | -30.9% | +50.6% | +20.6% |
| 1Y | +22.4% | -43.8% | +66.2% | +24.1% |
| 3Y | +55.9% | -2.5% | +58.3% | +53.9% |
| 5Y | +20.4% | -45.6% | +66.0% | +17.6% |
| All | +17.2% | -74.3% | +91.5% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling