+222.7%
VZ vs CRL
+1,630.9%
-1,408.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.8% | -1.8% |
| 7D | +2.1% | -6.1% | +8.2% | +2.7% |
| 30D | +1.4% | +12.4% | -11.0% | -0.4% |
| 3M | -1.3% | +27.1% | -28.4% | -4.5% |
| 6M | -0.5% | +85.7% | -86.3% | -8.6% |
| YTD | +19.6% | +69.2% | -49.6% | +10.4% |
| 1Y | +22.4% | +97.5% | -75.1% | +10.6% |
| 3Y | +55.9% | +86.1% | -30.2% | +37.5% |
| 5Y | +20.4% | -10.0% | +30.5% | +15.8% |
| 10Y | +66.9% | +395.0% | -328.1% | +19.2% |
| All | +222.7% | +1,630.9% | -1,408.1% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling