+66.4%
CME vs VIAV
+295.9%
-229.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +0.5% |
| 7D | +3.9% | +7.9% | -4.0% | +4.4% |
| 30D | +11.3% | -20.3% | +31.6% | +10.6% |
| 3M | +19.6% | -28.5% | +48.1% | +18.6% |
| 6M | +8.1% | -42.7% | +50.8% | +7.3% |
| YTD | +20.4% | +72.4% | -52.0% | +21.9% |
| 1Y | +16.5% | +81.5% | -65.0% | +18.1% |
| 3Y | +66.4% | +293.8% | -227.4% | +76.1% |
| All | +66.4% | +295.9% | -229.4% | +76.1% |
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 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