+61.1%
VZ vs CLX
-3.9%
+65.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +0.2% | -3.5% | +3.8% | +1.1% |
| 30D | +7.1% | -11.9% | +19.0% | +10.4% |
| 3M | +12.8% | -2.6% | +15.4% | +13.3% |
| 6M | +1.8% | -18.2% | +20.0% | +6.3% |
| YTD | +30.0% | -5.9% | +35.9% | +30.8% |
| 1Y | +24.3% | -23.8% | +48.2% | +31.8% |
| 3Y | +84.3% | -33.6% | +117.9% | +100.5% |
| 5Y | +25.9% | -35.7% | +61.6% | +35.8% |
| 10Y | +61.1% | -2.5% | +63.6% | +40.5% |
| All | +61.1% | -3.9% | +65.0% | +40.5% |
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