-42.6%
CCL vs VIAV
+419.4%
-462.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | -0.4% |
| 7D | -3.2% | +11.2% | -14.4% | -8.3% |
| 30D | -17.8% | -10.1% | -7.7% | -14.8% |
| 3M | -18.7% | -22.9% | +4.2% | -12.9% |
| 6M | -11.4% | +28.8% | -40.2% | -31.4% |
| YTD | -24.3% | +117.5% | -141.8% | -58.6% |
| 1Y | -28.8% | +216.1% | -244.9% | -69.7% |
| 3Y | +49.3% | +292.2% | -242.9% | -48.9% |
| 5Y | +1.6% | +141.0% | -139.4% | -52.1% |
| All | -42.6% | +419.4% | -462.1% | -79.2% |
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