+65.5%
VZ vs CLX
+19.4%
+46.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +2.1% | +13.6% | -11.4% | -1.0% |
| 30D | +1.4% | +23.4% | -22.0% | -3.7% |
| 3M | -1.3% | -2.8% | +1.6% | -0.8% |
| 6M | -0.5% | +14.0% | -14.5% | -4.2% |
| YTD | +19.6% | +4.2% | +15.5% | +17.3% |
| 1Y | +22.4% | -1.2% | +23.5% | +21.4% |
| 3Y | +55.9% | -12.7% | +68.6% | +58.3% |
| 5Y | +20.4% | -26.5% | +46.9% | +25.3% |
| All | +65.5% | +19.4% | +46.2% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling