+918.2%
VZ vs CLX
+2,602.7%
-1,684.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.2% |
| 7D | +5.6% | +12.4% | -6.8% | +2.4% |
| 30D | +1.9% | +21.1% | -19.2% | -3.1% |
| 3M | +0.8% | -3.3% | +4.1% | +1.4% |
| 6M | +0.6% | +18.8% | -18.2% | -4.4% |
| YTD | +20.8% | +3.9% | +16.9% | +18.2% |
| 1Y | +23.9% | -3.8% | +27.7% | +23.7% |
| 3Y | +55.7% | -10.5% | +66.2% | +56.9% |
| 5Y | +21.5% | -26.7% | +48.2% | +26.6% |
| 10Y | +68.5% | +19.9% | +48.6% | +49.5% |
| All | +918.2% | +2,602.7% | -1,684.5% | +271.8% |
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