+990.1%
VZ vs CRS
+10,171.0%
-9,180.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +7.9% | -16.6% | +24.5% | +10.2% |
| 3M | +13.6% | -3.5% | +17.1% | +13.6% |
| 6M | +1.1% | +15.4% | -14.3% | -1.6% |
| YTD | +29.3% | +51.2% | -21.9% | +21.4% |
| 1Y | +21.2% | +98.3% | -77.1% | +9.2% |
| 3Y | +75.9% | +651.5% | -575.7% | +28.4% |
| 5Y | +24.1% | +1,411.1% | -1,387.0% | -20.1% |
| 10Y | +62.4% | +1,424.3% | -1,361.9% | -5.0% |
| All | +990.1% | +10,171.0% | -9,180.9% | +319.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling