+919.3%
VZ vs CL
+5,460.8%
-4,541.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +1.0% |
| 7D | +6.9% | +7.7% | -0.8% | +4.3% |
| 30D | +2.3% | +15.2% | -13.0% | -2.5% |
| 3M | 0.0% | +7.3% | -7.3% | -2.4% |
| 6M | +0.2% | +17.0% | -16.8% | -5.1% |
| YTD | +20.9% | +28.0% | -7.1% | +11.0% |
| 1Y | +25.2% | +32.1% | -6.9% | +13.7% |
| 3Y | +55.9% | +41.5% | +14.4% | +37.6% |
| 5Y | +22.6% | +43.9% | -21.3% | +7.1% |
| 10Y | +68.6% | +79.8% | -11.2% | +35.2% |
| All | +919.3% | +5,460.8% | -4,541.5% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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