+60.5%
VZ vs CLF
+128.0%
-67.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.0% |
| 7D | +0.1% | +7.6% | -7.5% | -0.2% |
| 30D | +7.9% | -1.2% | +9.1% | +7.9% |
| 3M | +13.6% | -13.4% | +27.0% | +14.1% |
| 6M | +1.1% | +15.4% | -14.3% | 0.0% |
| YTD | +29.3% | -5.9% | +35.2% | +28.7% |
| 1Y | +21.2% | +18.8% | +2.4% | +18.9% |
| 3Y | +75.9% | -19.4% | +95.3% | +73.2% |
| 5Y | +24.1% | -47.7% | +71.8% | +23.2% |
| All | +60.5% | +128.0% | -67.5% | +40.1% |
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