+287.5%
CAH vs VIAV
+419.4%
-132.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -1.2% |
| 7D | -5.1% | +11.2% | -16.3% | -6.8% |
| 30D | +0.2% | -10.1% | +10.3% | +1.4% |
| 3M | +6.3% | -22.9% | +29.2% | +9.1% |
| 6M | +9.4% | +28.8% | -19.4% | -0.5% |
| YTD | +15.0% | +117.5% | -102.5% | -7.7% |
| 1Y | +55.4% | +216.1% | -160.6% | +14.9% |
| 3Y | +173.8% | +292.2% | -118.4% | +87.2% |
| 5Y | +395.2% | +141.0% | +254.2% | +275.8% |
| All | +287.5% | +419.4% | -132.0% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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