+0.4%
CCL vs VIAV
+128.3%
-128.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.5% |
| 7D | -4.3% | +11.2% | -15.5% | -7.9% |
| 30D | -19.0% | -2.6% | -16.4% | -19.3% |
| 3M | -13.1% | -20.1% | +7.0% | -9.4% |
| 6M | -13.3% | +25.8% | -39.1% | -27.9% |
| YTD | -25.2% | +109.9% | -135.1% | -52.6% |
| 1Y | -27.2% | +214.3% | -241.5% | -62.9% |
| 3Y | +49.2% | +281.6% | -232.4% | -35.2% |
| 5Y | +0.4% | +132.6% | -132.2% | -40.5% |
| All | +0.4% | +128.3% | -128.0% | -40.5% |
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 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