+65.5%
VZ vs CLS
+1,628.1%
-1,562.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +2.1% | -22.2% | +24.3% | +2.3% |
| 30D | +1.4% | -44.4% | +45.8% | +1.7% |
| 3M | -1.3% | -34.3% | +33.0% | -1.1% |
| 6M | -0.5% | -50.1% | +49.5% | -0.1% |
| YTD | +19.6% | -30.1% | +49.7% | +19.0% |
| 1Y | +22.4% | -39.3% | +61.7% | +22.1% |
| 3Y | +55.9% | +732.7% | -676.8% | +28.1% |
| 5Y | +20.4% | +1,777.2% | -1,756.8% | -10.7% |
| All | +65.5% | +1,628.1% | -1,562.5% | +10.6% |
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