+284.5%
CCL vs VIAV
+2,964.2%
-2,679.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.5% | -0.6% |
| 7D | -5.0% | -4.6% | -0.5% | -4.2% |
| 30D | -20.3% | -10.4% | -10.0% | -19.0% |
| 3M | -15.1% | -34.5% | +19.3% | -9.4% |
| 6M | -15.1% | +7.0% | -22.1% | -19.0% |
| YTD | -21.8% | +95.6% | -117.4% | -34.7% |
| 1Y | -24.8% | +197.2% | -222.0% | -42.7% |
| 3Y | +51.9% | +232.0% | -180.1% | +11.6% |
| 5Y | +4.0% | +102.2% | -98.2% | -15.5% |
| 10Y | -42.2% | +344.6% | -386.9% | -58.2% |
| All | +284.5% | +2,964.2% | -2,679.7% | +63.9% |
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 · 6 months rolling