+47.5%
CCL vs VIAV
+279.3%
-231.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | 0.0% |
| 7D | -4.3% | +11.2% | -15.5% | -6.7% |
| 30D | -19.0% | -2.6% | -16.4% | -19.1% |
| 3M | -13.1% | -20.1% | +7.0% | -10.4% |
| 6M | -13.3% | +25.8% | -39.1% | -23.1% |
| YTD | -25.2% | +109.9% | -135.1% | -44.8% |
| 1Y | -27.2% | +214.3% | -241.5% | -53.3% |
| All | +47.5% | +279.3% | -231.8% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling