+70.6%
VZ vs CLX
+26.5%
+44.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +2.4% | +13.6% | -11.3% | -0.8% |
| 30D | +11.2% | +29.1% | -17.9% | +4.5% |
| 3M | 0.0% | +1.6% | -1.6% | -0.6% |
| 6M | +1.3% | +18.7% | -17.4% | -3.4% |
| YTD | +21.3% | +11.1% | +10.2% | +17.0% |
| 1Y | +23.9% | +7.0% | +16.9% | +20.6% |
| 3Y | +57.7% | -10.0% | +67.7% | +58.9% |
| 5Y | +21.2% | -22.6% | +43.8% | +24.6% |
| 10Y | +70.6% | +29.3% | +41.2% | +33.2% |
| All | +70.6% | +26.5% | +44.0% | +33.2% |
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