+416.4%
CSX vs VIAV
+325.3%
+91.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | +0.3% |
| 7D | -0.3% | +12.3% | -12.6% | -3.0% |
| 30D | +8.7% | -21.0% | +29.6% | +12.7% |
| 3M | +4.2% | -14.1% | +18.3% | +4.5% |
| 6M | +16.7% | -39.9% | +56.6% | +24.9% |
| YTD | +44.5% | +85.2% | -40.7% | +9.6% |
| 1Y | +50.3% | +84.3% | -34.0% | +13.8% |
| 3Y | +76.3% | +320.9% | -244.6% | -3.4% |
| 5Y | +58.1% | +117.5% | -59.4% | +7.0% |
| 10Y | +416.4% | +323.1% | +93.3% | +190.6% |
| All | +416.4% | +325.3% | +91.1% | +190.6% |
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