+22.3%
VZ vs CRL
-12.2%
+34.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | +0.9% | +5.0% | -4.1% | +0.8% |
| 30D | +8.9% | +13.5% | -4.6% | +8.5% |
| 3M | +0.1% | +21.5% | -21.4% | -0.5% |
| 6M | +1.9% | +103.4% | -101.5% | -0.7% |
| YTD | +22.0% | +71.8% | -49.8% | +19.5% |
| 1Y | +22.1% | +97.5% | -75.4% | +18.5% |
| 3Y | +58.7% | +99.2% | -40.6% | +50.8% |
| 5Y | +22.3% | -12.1% | +34.5% | +20.3% |
| All | +22.3% | -12.2% | +34.5% | +20.3% |
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