+41.3%
CL vs VIAV
+107.7%
-66.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.3% | -10.9% | +1.9% |
| 7D | +0.5% | +15.0% | -14.5% | +1.1% |
| 30D | +11.6% | -29.7% | +41.2% | +10.8% |
| 3M | +5.6% | -18.3% | +23.9% | +5.3% |
| 6M | +13.2% | -37.6% | +50.7% | +12.7% |
| YTD | +26.9% | +79.5% | -52.5% | +25.7% |
| 1Y | +27.3% | +79.6% | -52.2% | +26.1% |
| 3Y | +39.7% | +310.0% | -270.3% | +32.6% |
| 5Y | +41.3% | +105.9% | -64.6% | +37.5% |
| All | +41.3% | +107.7% | -66.3% | +37.5% |
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