+64.4%
VZ vs CRS
+1,345.8%
-1,281.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -1.0% | -0.5% | -0.4% | -0.9% |
| 30D | +5.8% | -18.1% | +23.9% | +7.1% |
| 3M | +10.5% | -12.4% | +22.9% | +11.2% |
| 6M | +1.8% | +15.9% | -14.1% | +0.2% |
| YTD | +28.3% | +45.8% | -17.6% | +24.0% |
| 1Y | +22.0% | +87.8% | -65.8% | +15.5% |
| 3Y | +81.8% | +648.7% | -566.9% | +49.3% |
| 5Y | +25.3% | +1,416.6% | -1,391.3% | -5.5% |
| 10Y | +64.4% | +1,412.7% | -1,348.3% | +17.0% |
| All | +64.4% | +1,345.8% | -1,281.4% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling