+97.5%
CSCO vs VIAV
+295.9%
-198.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.6% | -0.7% | -5.1% |
| 7D | +1.9% | +7.9% | -6.0% | +0.4% |
| 30D | -15.8% | -20.3% | +4.5% | -12.7% |
| 3M | -15.4% | -28.5% | +13.2% | -11.1% |
| 6M | -5.4% | -42.7% | +37.3% | +2.1% |
| YTD | +26.5% | +72.4% | -45.9% | +11.1% |
| 1Y | +25.9% | +81.5% | -55.6% | +9.4% |
| 3Y | +97.5% | +293.8% | -196.3% | +29.1% |
| All | +97.5% | +295.9% | -198.3% | +29.1% |
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