+19.6%
CME vs VIAV
+72.0%
-52.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.3% |
| 7D | +4.8% | -14.7% | +19.6% | +4.0% |
| 30D | +14.2% | -37.4% | +51.5% | +12.0% |
| 3M | +17.9% | -27.1% | +45.1% | +16.7% |
| 6M | +7.2% | -44.0% | +51.3% | +6.3% |
| YTD | +16.7% | +64.9% | -48.1% | +14.9% |
| 1Y | +19.6% | +75.3% | -55.7% | +16.2% |
| All | +19.6% | +72.0% | -52.5% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling