+332.7%
VZ vs CLS
+2,115.6%
-1,782.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.0% | +12.9% | +0.8% |
| 7D | +5.6% | -27.3% | +32.9% | +7.9% |
| 30D | +1.9% | -47.0% | +48.9% | +6.1% |
| 3M | +0.8% | -43.3% | +44.1% | +4.1% |
| 6M | +0.6% | -50.8% | +51.4% | +4.3% |
| YTD | +20.8% | -30.4% | +51.2% | +20.6% |
| 1Y | +23.9% | -41.7% | +65.6% | +24.9% |
| 3Y | +55.7% | +701.4% | -645.7% | +17.1% |
| 5Y | +21.5% | +1,767.8% | -1,746.2% | -17.7% |
| 10Y | +68.5% | +1,636.8% | -1,568.4% | +9.7% |
| All | +332.7% | +2,115.6% | -1,782.9% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling