+322.1%
CORZ vs VIAV
+200.6%
+121.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +3.5% |
| 7D | +23.5% | +7.9% | +15.6% | +19.2% |
| 30D | +7.5% | -20.3% | +27.8% | +18.1% |
| 3M | -26.6% | -28.5% | +1.9% | -16.5% |
| 6M | -39.5% | -42.7% | +3.2% | -26.7% |
| YTD | -0.3% | +72.4% | -72.7% | -26.0% |
| 1Y | -4.2% | +81.5% | -85.7% | -30.6% |
| All | +322.1% | +200.6% | +121.5% | +130.6% |
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