+22.4%
VZ vs CRL
+101.2%
-78.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.8% | +0.1% |
| 7D | +2.1% | -6.1% | +8.2% | +1.5% |
| 30D | +1.4% | +12.4% | -11.0% | +2.9% |
| 3M | -1.3% | +27.1% | -28.4% | +1.6% |
| 6M | -0.5% | +85.7% | -86.3% | +6.8% |
| YTD | +19.6% | +69.2% | -49.6% | +25.7% |
| 1Y | +22.4% | +97.5% | -75.1% | +27.2% |
| All | +22.4% | +101.2% | -78.9% | +27.2% |
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