Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CLS vs VIAV✓SelectedUSD · VIAVCLS vs VIAV performance historyLatest closeAs of-2.51%09/10
Stock and ETF performance explorer

CLS vs VIAV

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,953.7%
VIAV return
+401.3%
Excess return
+2,552.4%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioVIAVExcessAlpha
1D-2.5%-4.5%+2.0%-0.2%
7D+5.0%+11.2%-6.2%-0.8%
30D+4.8%-2.6%+7.4%+5.7%
3M-10.4%-20.1%+9.7%-1.7%
6M+20.8%+25.8%-5.0%+4.0%
YTD+10.0%+109.9%-99.9%-31.2%
1Y+28.5%+214.3%-185.8%-35.9%
3Y+1,292.2%+281.6%+1,010.6%+516.2%
5Y+3,616.8%+132.6%+3,484.2%+1,971.5%
All+2,953.7%+401.3%+2,552.4%+1,284.1%

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