+70.6%
VZ vs CRL
+353.6%
-283.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.7% |
| 7D | +2.4% | -1.7% | +4.1% | +2.4% |
| 30D | +11.2% | +14.6% | -3.4% | +9.9% |
| 3M | 0.0% | +24.8% | -24.8% | -1.9% |
| 6M | +1.3% | +94.7% | -93.4% | -4.3% |
| YTD | +21.3% | +73.4% | -52.1% | +15.1% |
| 1Y | +23.9% | +104.7% | -80.7% | +15.6% |
| 3Y | +57.7% | +101.1% | -43.4% | +43.5% |
| 5Y | +21.2% | -10.8% | +32.0% | +21.3% |
| 10Y | +70.6% | +358.8% | -288.2% | +39.1% |
| All | +70.6% | +353.6% | -283.1% | +39.1% |
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