+51.6%
CME vs VIAV
+297.4%
-245.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | -0.6% | +13.6% | -14.2% | -0.2% |
| 30D | +4.7% | +5.3% | -0.6% | +4.9% |
| 3M | +7.8% | -15.6% | +23.4% | +7.8% |
| 6M | -11.0% | +34.0% | -45.0% | -10.4% |
| YTD | +4.0% | +119.9% | -115.8% | +6.0% |
| 1Y | +9.1% | +235.2% | -226.0% | +12.7% |
| All | +51.6% | +297.4% | -245.8% | +61.1% |
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