+24.5%
COP vs VIAV
+297.4%
-272.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.1% |
| 7D | -0.5% | +13.6% | -14.1% | -0.9% |
| 30D | +11.7% | +5.3% | +6.4% | +11.4% |
| 3M | +17.7% | -15.6% | +33.3% | +18.1% |
| 6M | +18.3% | +34.0% | -15.7% | +14.3% |
| YTD | +49.1% | +119.9% | -70.8% | +37.6% |
| 1Y | +53.3% | +235.2% | -181.8% | +34.7% |
| All | +24.5% | +297.4% | -272.9% | +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