+908.7%
VZ vs CLX
+2,609.7%
-1,701.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +2.1% | +13.6% | -11.4% | -1.2% |
| 30D | +1.4% | +23.4% | -22.0% | -4.0% |
| 3M | -1.3% | -2.8% | +1.6% | -0.8% |
| 6M | -0.5% | +14.0% | -14.5% | -4.5% |
| YTD | +19.6% | +4.2% | +15.5% | +17.1% |
| 1Y | +22.4% | -1.2% | +23.5% | +21.3% |
| 3Y | +55.9% | -12.7% | +68.6% | +58.1% |
| 5Y | +20.4% | -26.5% | +46.9% | +25.3% |
| 10Y | +66.9% | +20.2% | +46.7% | +48.0% |
| All | +908.7% | +2,609.7% | -1,701.0% | +268.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling