+28.3%
CL vs VIAV
+136.9%
-108.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | -2.3% | +13.6% | -15.9% | -2.0% |
| 30D | -5.5% | +5.3% | -10.8% | -5.4% |
| 3M | +0.8% | -15.6% | +16.5% | +0.8% |
| 6M | -4.2% | +34.0% | -38.2% | -4.4% |
| YTD | +13.4% | +119.9% | -106.4% | +12.6% |
| 1Y | +7.1% | +235.2% | -228.1% | +5.2% |
| 3Y | +29.0% | +299.8% | -270.8% | +25.2% |
| 5Y | +28.3% | +140.1% | -111.8% | +26.9% |
| All | +28.3% | +136.9% | -108.6% | +26.9% |
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 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