+216.7%
CTVA vs VIAV
+220.5%
-3.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.4% |
| 7D | -4.5% | +11.2% | -15.7% | -6.6% |
| 30D | +11.3% | -10.1% | +21.4% | +12.9% |
| 3M | +12.3% | -22.9% | +35.2% | +15.8% |
| 6M | +7.2% | +28.8% | -21.6% | -5.3% |
| YTD | +26.0% | +117.5% | -91.4% | -5.9% |
| 1Y | +16.0% | +216.1% | -200.0% | -24.3% |
| 3Y | +73.9% | +292.2% | -218.3% | +0.5% |
| 5Y | +103.8% | +141.0% | -37.2% | +39.4% |
| All | +216.7% | +220.5% | -3.8% | +66.6% |
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