+65.5%
VZ vs CRS
+967.2%
-901.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.7% | -8.9% | +0.2% |
| 7D | +2.2% | +4.9% | -2.7% | +1.9% |
| 30D | +10.6% | -20.8% | +31.4% | +11.9% |
| 3M | -0.6% | -46.4% | +45.8% | +3.2% |
| 6M | +0.7% | -28.6% | +29.3% | +2.2% |
| YTD | +20.6% | -2.8% | +23.4% | +19.3% |
| 1Y | +22.7% | -6.7% | +29.4% | +21.6% |
| 3Y | +57.2% | +368.0% | -310.8% | +32.3% |
| 5Y | +21.4% | +852.9% | -831.5% | -6.6% |
| 10Y | +65.5% | +905.1% | -839.6% | +21.6% |
| All | +65.5% | +967.2% | -901.7% | +21.6% |
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