+57.2%
VZ vs CLS
+788.5%
-731.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.9% | -7.0% | +1.4% |
| 7D | +2.2% | -10.6% | +12.8% | +1.5% |
| 30D | +10.6% | -38.4% | +49.0% | +7.1% |
| 3M | -0.6% | -29.9% | +29.3% | -2.6% |
| 6M | +0.7% | -40.6% | +41.4% | -1.7% |
| YTD | +20.6% | -24.6% | +45.2% | +20.8% |
| 1Y | +22.7% | -30.8% | +53.5% | +22.7% |
| 3Y | +57.2% | +811.7% | -754.5% | +90.2% |
| All | +57.2% | +788.5% | -731.2% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling