+838.1%
CLS vs VIAV
+295.9%
+542.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.6% | +0.2% | -2.5% |
| 7D | +16.3% | +7.9% | +8.4% | +11.8% |
| 30D | -25.7% | -20.3% | -5.4% | -16.7% |
| 3M | -30.9% | -28.5% | -2.3% | -18.8% |
| 6M | -35.5% | -42.7% | +7.2% | -17.0% |
| YTD | -18.7% | +72.4% | -91.1% | -42.4% |
| 1Y | -17.9% | +81.5% | -99.4% | -43.0% |
| 3Y | +838.1% | +293.8% | +544.2% | +335.8% |
| All | +838.1% | +295.9% | +542.2% | +335.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling