+4,005.7%
CMG vs VIAV
+167.7%
+3,838.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.2% |
| 7D | -3.8% | +11.2% | -15.0% | -6.2% |
| 30D | +12.9% | -2.6% | +15.5% | +12.7% |
| 3M | +18.8% | -20.1% | +38.9% | +21.5% |
| 6M | +4.1% | +25.8% | -21.8% | -6.5% |
| YTD | -2.4% | +109.9% | -112.2% | -23.6% |
| 1Y | -6.7% | +214.3% | -221.0% | -35.5% |
| 3Y | -7.1% | +281.6% | -288.8% | -41.1% |
| 5Y | -5.0% | +132.6% | -137.6% | -32.5% |
| 10Y | +323.5% | +396.7% | -73.2% | +139.0% |
| All | +4,005.7% | +167.7% | +3,838.0% | +1,718.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling