-7.1%
CMG vs VIAV
+293.0%
-300.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | +0.3% |
| 7D | -2.1% | +11.2% | -13.2% | -1.9% |
| 30D | +10.9% | -10.1% | +21.0% | +10.8% |
| 3M | +15.8% | -22.9% | +38.7% | +15.4% |
| 6M | +6.9% | +28.8% | -21.8% | +6.2% |
| YTD | -2.2% | +117.5% | -119.6% | -2.6% |
| 1Y | -7.1% | +216.1% | -223.2% | -9.1% |
| 3Y | -7.1% | +292.2% | -299.3% | -16.0% |
| All | -7.1% | +293.0% | -300.1% | -16.0% |
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