+21.8%
VZ vs CLS
+1,955.9%
-1,934.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.6% |
| 7D | +1.5% | +16.3% | -14.8% | +2.1% |
| 30D | +4.4% | -25.7% | +30.0% | +3.3% |
| 3M | -2.4% | -30.9% | +28.5% | -3.5% |
| 6M | +1.4% | -35.5% | +36.9% | +0.4% |
| YTD | +21.4% | -18.7% | +40.1% | +21.5% |
| 1Y | +20.3% | -17.9% | +38.2% | +20.6% |
| 3Y | +57.4% | +838.1% | -780.7% | +48.8% |
| All | +21.8% | +1,955.9% | -1,934.1% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling