+60.5%
VZ vs CLS
+2,757.7%
-2,697.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | +0.1% | +4.6% | -4.5% | 0.0% |
| 30D | +7.9% | -13.9% | +21.8% | +8.0% |
| 3M | +13.6% | -26.6% | +40.2% | +14.0% |
| 6M | +1.1% | +15.4% | -14.3% | +0.4% |
| YTD | +29.3% | +5.7% | +23.6% | +28.4% |
| 1Y | +21.2% | +41.1% | -19.9% | +18.8% |
| 3Y | +75.9% | +1,228.6% | -1,152.7% | +43.6% |
| 5Y | +24.1% | +3,240.6% | -3,216.6% | -9.5% |
| All | +60.5% | +2,757.7% | -2,697.3% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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