+22.0%
COP vs VIAV
-44.1%
+66.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.2% | +1.4% |
| 7D | +4.4% | +7.9% | -3.5% | +4.8% |
| 30D | 0.0% | -20.3% | +20.3% | -0.9% |
| 3M | +15.0% | -28.5% | +43.6% | +13.9% |
| 6M | +22.0% | -42.7% | +64.7% | +20.2% |
| All | +22.0% | -44.1% | +66.1% | +20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling