+25.5%
VZ vs CLS
+3,233.5%
-3,208.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | +0.1% | +4.6% | -4.5% | +0.3% |
| 30D | +7.9% | -13.9% | +21.8% | +7.5% |
| 3M | +13.6% | -26.6% | +40.2% | +13.0% |
| 6M | +1.1% | +15.4% | -14.3% | +2.1% |
| YTD | +29.3% | +5.7% | +23.6% | +30.4% |
| 1Y | +21.2% | +41.1% | -19.9% | +23.1% |
| 3Y | +75.9% | +1,228.6% | -1,152.7% | +65.7% |
| All | +25.5% | +3,233.5% | -3,208.0% | +7.4% |
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