+86.2%
CL vs VIAV
+315.1%
-228.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | -0.8% | +23.7% | -24.5% | -1.4% |
| 30D | +9.5% | -21.2% | +30.6% | +10.2% |
| 3M | +6.6% | -24.5% | +31.2% | +7.3% |
| 6M | +13.2% | -39.1% | +52.3% | +14.8% |
| YTD | +26.9% | +82.6% | -55.7% | +17.2% |
| 1Y | +27.6% | +82.7% | -55.1% | +17.7% |
| 3Y | +39.1% | +315.1% | -275.9% | +14.9% |
| 5Y | +41.3% | +113.4% | -72.1% | +26.5% |
| All | +86.2% | +315.1% | -228.8% | +51.3% |
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