+223.5%
CB vs VIAV
+407.5%
-184.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | -0.5% | +13.6% | -14.1% | -2.1% |
| 30D | -3.1% | +5.3% | -8.4% | -4.1% |
| 3M | +4.2% | -15.6% | +19.8% | +4.9% |
| 6M | +4.7% | +34.0% | -29.3% | -3.4% |
| YTD | +8.8% | +119.9% | -111.0% | -8.9% |
| 1Y | +22.6% | +235.2% | -212.5% | -6.2% |
| 3Y | +70.6% | +299.8% | -229.2% | +21.5% |
| 5Y | +99.4% | +140.1% | -40.6% | +59.2% |
| 10Y | +223.5% | +420.3% | -196.9% | +119.5% |
| All | +223.5% | +407.5% | -184.1% | +119.5% |
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