+274.2%
CME vs VIAV
+419.4%
-145.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.1% |
| 7D | -1.6% | +11.2% | -12.7% | -2.8% |
| 30D | +5.6% | -10.1% | +15.7% | +6.5% |
| 3M | +5.6% | -22.9% | +28.5% | +7.8% |
| 6M | -8.3% | +28.8% | -37.0% | -14.6% |
| YTD | +4.3% | +117.5% | -113.1% | -11.8% |
| 1Y | +9.1% | +216.1% | -207.0% | -14.3% |
| 3Y | +52.1% | +292.2% | -240.2% | +10.7% |
| 5Y | +79.7% | +141.0% | -61.3% | +45.5% |
| All | +274.2% | +419.4% | -145.2% | +137.9% |
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 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