+22.4%
VZ vs CLX
-21.9%
+44.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | +0.9% | +8.5% | -7.6% | -0.8% |
| 30D | +6.9% | +30.0% | -23.0% | +1.3% |
| 3M | +0.6% | +3.8% | -3.2% | -0.4% |
| 6M | +0.3% | +24.6% | -24.3% | -4.6% |
| YTD | +21.9% | +12.8% | +9.1% | +18.0% |
| 1Y | +21.7% | +8.6% | +13.1% | +18.6% |
| 3Y | +58.5% | -8.6% | +67.2% | +59.7% |
| 5Y | +22.4% | -21.8% | +44.2% | +24.2% |
| All | +22.4% | -21.9% | +44.3% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling