+23.3%
VZ vs CRL
+111.4%
-88.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +1.4% |
| 7D | +2.2% | +4.4% | -2.1% | +2.9% |
| 30D | +10.6% | +17.1% | -6.5% | +12.8% |
| 3M | -0.6% | +32.1% | -32.7% | +2.8% |
| 6M | +0.7% | +98.9% | -98.2% | +9.0% |
| YTD | +20.6% | +77.1% | -56.5% | +27.4% |
| All | +23.3% | +111.4% | -88.1% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling