+21.4%
VZ vs CLF
-47.4%
+68.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.0% | -6.2% | +0.6% |
| 7D | +2.2% | -14.1% | +16.3% | +2.6% |
| 30D | +10.6% | -5.5% | +16.1% | +10.6% |
| 3M | -0.6% | 0.0% | -0.6% | -0.9% |
| 6M | +0.7% | +11.3% | -10.5% | -0.3% |
| YTD | +20.6% | -7.7% | +28.3% | +19.9% |
| 1Y | +22.7% | +17.5% | +5.2% | +20.3% |
| 3Y | +57.2% | -25.4% | +82.7% | +56.4% |
| 5Y | +21.4% | -46.0% | +67.4% | +20.8% |
| All | +21.4% | -47.4% | +68.8% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling