+496.7%
CSX vs VIAV
+407.5%
+89.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | -0.6% | +13.6% | -14.1% | -3.6% |
| 30D | -3.2% | +5.3% | -8.5% | -5.1% |
| 3M | +2.6% | -15.6% | +18.2% | +4.3% |
| 6M | +19.8% | +34.0% | -14.2% | +5.0% |
| YTD | +34.7% | +119.9% | -85.2% | +0.6% |
| 1Y | +52.1% | +235.2% | -183.0% | -1.4% |
| 3Y | +68.4% | +299.8% | -231.4% | -1.7% |
| 5Y | +65.1% | +140.1% | -75.0% | +12.9% |
| 10Y | +496.7% | +420.3% | +76.4% | +207.8% |
| All | +496.7% | +407.5% | +89.2% | +207.8% |
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