+20.2%
VZ vs CRL
-10.4%
+30.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.8% | -1.1% |
| 7D | +2.1% | -6.1% | +8.2% | +2.3% |
| 30D | +1.4% | +12.4% | -11.0% | +1.0% |
| 3M | -1.3% | +27.1% | -28.4% | -2.1% |
| 6M | -0.5% | +85.7% | -86.3% | -2.7% |
| YTD | +19.6% | +69.2% | -49.6% | +17.2% |
| 1Y | +22.4% | +97.5% | -75.1% | +18.7% |
| 3Y | +55.9% | +86.1% | -30.2% | +49.1% |
| All | +20.2% | -10.4% | +30.6% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling