+72.6%
VZ vs CRL
+350.3%
-277.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | +1.5% | +0.1% | +1.3% | +1.4% |
| 30D | +4.4% | +11.9% | -7.5% | +3.3% |
| 3M | -2.4% | +20.2% | -22.5% | -4.0% |
| 6M | +1.4% | +107.5% | -106.1% | -4.8% |
| YTD | +21.4% | +69.4% | -48.0% | +15.4% |
| 1Y | +20.3% | +99.7% | -79.5% | +12.4% |
| 3Y | +57.4% | +98.8% | -41.4% | +43.2% |
| 5Y | +21.9% | -12.4% | +34.4% | +22.2% |
| All | +72.6% | +350.3% | -277.6% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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