+70.6%
VZ vs CLF
+82.3%
-11.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | +0.4% |
| 7D | +2.4% | -9.1% | +11.4% | +2.7% |
| 30D | +11.2% | -0.9% | +12.1% | +11.0% |
| 3M | 0.0% | +3.0% | -3.0% | -0.5% |
| 6M | +1.3% | +16.7% | -15.4% | 0.0% |
| YTD | +21.3% | -3.2% | +24.4% | +20.2% |
| 1Y | +23.9% | +24.6% | -0.7% | +21.2% |
| 3Y | +57.7% | -22.3% | +80.0% | +55.3% |
| 5Y | +21.2% | -41.2% | +62.4% | +19.6% |
| 10Y | +70.6% | +83.5% | -13.0% | +48.3% |
| All | +70.6% | +82.3% | -11.7% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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