+395.2%
COR vs VIAV
+419.4%
-24.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.2% |
| 7D | -2.8% | +11.2% | -14.0% | -4.1% |
| 30D | +2.6% | -10.1% | +12.7% | +3.5% |
| 3M | +14.5% | -22.9% | +37.3% | +16.8% |
| 6M | -7.8% | +28.8% | -36.6% | -14.7% |
| YTD | -4.2% | +117.5% | -121.7% | -19.7% |
| 1Y | +7.0% | +216.1% | -209.1% | -16.6% |
| 3Y | +85.5% | +292.2% | -206.7% | +34.3% |
| 5Y | +181.2% | +141.0% | +40.2% | +125.8% |
| All | +395.2% | +419.4% | -24.3% | +193.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling