+57.3%
VZ vs CLS
+699.8%
-642.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.0% | +12.9% | -1.1% |
| 7D | +5.6% | -27.3% | +32.9% | +3.4% |
| 30D | +1.9% | -47.0% | +48.9% | -2.4% |
| 3M | +0.8% | -43.3% | +44.1% | -2.7% |
| 6M | +0.6% | -50.8% | +51.4% | -3.1% |
| YTD | +20.8% | -30.4% | +51.2% | +20.2% |
| 1Y | +23.9% | -41.7% | +65.6% | +22.4% |
| All | +57.3% | +699.8% | -642.5% | +88.0% |
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