+918.2%
VZ vs CLF
+633.9%
+284.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -12.2% | +12.1% | +0.8% |
| 7D | +5.6% | -21.0% | +26.6% | +7.4% |
| 30D | +1.9% | -8.0% | +9.9% | +2.1% |
| 3M | +0.8% | -10.9% | +11.7% | +1.0% |
| 6M | +0.6% | +5.8% | -5.2% | -0.9% |
| YTD | +20.8% | -15.1% | +35.9% | +20.1% |
| 1Y | +23.9% | +7.2% | +16.7% | +20.8% |
| 3Y | +55.7% | -34.2% | +89.9% | +52.9% |
| 5Y | +21.5% | -49.6% | +71.1% | +19.5% |
| 10Y | +68.5% | +109.9% | -41.4% | +34.2% |
| All | +918.2% | +633.9% | +284.3% | +463.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling