+142.1%
CI vs VIAV
+419.4%
-277.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.6% |
| 7D | -0.1% | +11.2% | -11.2% | -1.7% |
| 30D | +1.8% | -10.1% | +11.9% | +2.9% |
| 3M | -4.2% | -22.9% | +18.6% | -1.9% |
| 6M | +8.8% | +28.8% | -19.9% | +0.1% |
| YTD | +3.7% | +117.5% | -113.7% | -14.6% |
| 1Y | -6.1% | +216.1% | -222.2% | -30.3% |
| 3Y | +4.5% | +292.2% | -287.7% | -29.8% |
| 5Y | +50.5% | +141.0% | -90.5% | +15.4% |
| All | +142.1% | +419.4% | -277.3% | +36.6% |
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