+65.5%
VZ vs CRL
+386.8%
-321.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.8% | -1.5% |
| 7D | +2.1% | -6.1% | +8.2% | +2.5% |
| 30D | +1.4% | +12.4% | -11.0% | +0.3% |
| 3M | -1.3% | +27.1% | -28.4% | -3.3% |
| 6M | -0.5% | +85.7% | -86.3% | -5.7% |
| YTD | +19.6% | +69.2% | -49.6% | +13.8% |
| 1Y | +22.4% | +97.5% | -75.1% | +14.5% |
| 3Y | +55.9% | +86.1% | -30.2% | +43.1% |
| 5Y | +20.4% | -10.0% | +30.5% | +20.1% |
| All | +65.5% | +386.8% | -321.2% | +34.5% |
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