+10.7%
CARR vs VIAV
+139.8%
-129.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +0.7% |
| 7D | -3.8% | +11.2% | -14.9% | -6.1% |
| 30D | -8.9% | -10.1% | +1.2% | -7.2% |
| 3M | -17.3% | -22.9% | +5.6% | -13.9% |
| 6M | -1.4% | +28.8% | -30.2% | -10.3% |
| YTD | +10.0% | +117.5% | -107.5% | -13.7% |
| 1Y | -6.4% | +216.1% | -222.4% | -34.6% |
| 3Y | +1.5% | +292.2% | -290.7% | -35.8% |
| All | +10.7% | +139.8% | -129.1% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling