-36.9%
CBRS vs VIAV
-27.0%
-10.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.4% |
| 7D | +6.3% | +13.6% | -7.2% | -2.1% |
| 30D | -14.7% | +5.3% | -20.0% | -16.1% |
| 3M | -13.5% | -15.6% | +2.1% | -12.8% |
| All | -36.9% | -27.0% | -10.0% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling